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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2003 Ferdinando Ametrano

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

// ===========================================================================
// NOTE: The following copyright notice applies to the original code,
// Copyright (C) 2002 Peter Jäckel "Monte Carlo Methods in Finance".
// All rights reserved.
// Permission to use, copy, modify, and distribute this software is freely
// granted, provided that this notice is preserved.
// ===========================================================================

/*! \file primenumbers.hpp
    \brief Prime numbers calculator

#ifndef quantlib_primenumbers_h
#define quantlib_primenumbers_h

#include <ql/types.hpp>
#include <vector>

namespace QuantLib {

    //! Prime numbers calculator
    /*! Taken from "Monte Carlo Methods in Finance", by Peter Jäckel
00045     class PrimeNumbers {
        //! Get and store one after another.
        static BigNatural get(Size absoluteIndex);
        PrimeNumbers() {}
        static BigNatural nextPrimeNumber();
        static std::vector<BigNatural> primeNumbers_;



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