randomsequencegenerator.hpp

Langue: en

Autres versions - même langue

Version: 376484 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/math/randomnumbers/randomsequencegenerator.hpp -

Random sequence generator based on a pseudo-random number generator.

SYNOPSIS


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

Classes


class RandomSequenceGenerator< RNG >
Random sequence generator based on a pseudo-random number generator.

Detailed Description

Random sequence generator based on a pseudo-random number generator.

Author

Generated automatically by Doxygen for QuantLib from the source code.