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Sourcecode: quantlib version File versions

rngtraits.hpp File Reference


Detailed Description

random-number generation policies

Definition in file rngtraits.hpp.

#include <ql/MonteCarlo/pathgenerator.hpp>
#include <ql/RandomNumbers/mt19937uniformrng.hpp>
#include <ql/RandomNumbers/inversecumulativerng.hpp>
#include <ql/RandomNumbers/randomsequencegenerator.hpp>
#include <ql/RandomNumbers/sobolrsg.hpp>
#include <ql/RandomNumbers/inversecumulativersg.hpp>
#include <ql/Math/normaldistribution.hpp>
#include <ql/Math/poissondistribution.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

struct  QuantLib::GenericLowDiscrepancy< URSG, IC >
struct  QuantLib::GenericPseudoRandom< URNG, IC >

Typedefs

typedef GenericLowDiscrepancy
< SobolRsg,
InverseCumulativeNormal > 
QuantLib::LowDiscrepancy
 default traits for low-discrepancy sequence generation
typedef GenericPseudoRandom
< MersenneTwisterUniformRng,
InverseCumulativePoisson > 
QuantLib::PoissonPseudoRandom
 traits for Poisson-distributed pseudo-random number generation
typedef GenericPseudoRandom
< MersenneTwisterUniformRng,
InverseCumulativeNormal > 
QuantLib::PseudoRandom
 default traits for pseudo-random number generation


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