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QuantLib_LecuyerUniformRng

NAME

QuantLib::LecuyerUniformRng -

Uniform random number generator.

SYNOPSIS

#include <ql/math/randomnumbers/lecuyeruniformrng.hpp>

Public Types

typedef Sample< Real > sample_type

Public Member Functions

LecuyerUniformRng (long seed=0)

sample_type next () const

Detailed Description

Uniform random number generator.

Random number generator of L'Ecuyer with added Bays-Durham shuffle (know as ran2 in Numerical recipes)

For more details see Section 7.1 of Numerical Recipes in C, 2nd Edition, Cambridge University Press (available at http://www.nr.com/)

Constructor & Destructor Documentation

LecuyerUniformRng (long seed = 0) [explicit]if the given seed is 0, a random seed will be chosen based on clock()

Member Function Documentation

sample_type next () constreturns a sample with weight 1.0 containing a random number uniformly chosen from (0.0,1.0)

Author

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