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boxmullergaussianrng.hpp
Langue: en
Version: 375256 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/math/randomnumbers/boxmullergaussianrng.hpp -Box-Muller Gaussian random-number generator.
SYNOPSIS
#include <ql/methods/montecarlo/sample.hpp>
Classes
class BoxMullerGaussianRng< RNG >
Gaussian random number generator.
Detailed Description
Box-Muller Gaussian random-number generator.
Author
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