inversecumulativerng.hpp

Langue: en

Autres versions - même langue

Version: 382614 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/math/randomnumbers/inversecumulativerng.hpp -

Inverse cumulative Gaussian random-number generator.

SYNOPSIS


#include <ql/methods/montecarlo/sample.hpp>

Classes


class InverseCumulativeRng< RNG, IC >
Inverse cumulative random number generator.

Detailed Description

Inverse cumulative Gaussian random-number generator.

Author

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