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Sourcecode: quantlib version File versions

centrallimitgaussianrng.hpp File Reference


Detailed Description

Central limit Gaussian random-number generator.

Definition in file centrallimitgaussianrng.hpp.

#include <ql/MonteCarlo/sample.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::CLGaussianRng< RNG >
 Gaussian random number generator. More...


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