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Sourcecode: quantlib version File versions

randomnumbers Directory Reference


Files

file  all.hpp [code]
file  boxmullergaussianrng.hpp [code]
 Box-Muller Gaussian random-number generator.
file  centrallimitgaussianrng.hpp [code]
 Central limit Gaussian random-number generator.
file  faurersg.cpp [code]
file  faurersg.hpp [code]
 Faure low-discrepancy sequence generator.
file  haltonrsg.cpp [code]
file  haltonrsg.hpp [code]
 Halton low-discrepancy sequence generator.
file  inversecumulativerng.hpp [code]
 Inverse cumulative Gaussian random-number generator.
file  inversecumulativersg.hpp [code]
 Inverse cumulative random sequence generator.
file  knuthuniformrng.cpp [code]
file  knuthuniformrng.hpp [code]
 Knuth uniform random number generator.
file  lecuyeruniformrng.cpp [code]
file  lecuyeruniformrng.hpp [code]
 L'Ecuyer uniform random number generator.
file  mt19937uniformrng.cpp [code]
file  mt19937uniformrng.hpp [code]
 Mersenne Twister uniform random number generator.
file  primitivepolynomials.c [code]
file  primitivepolynomials.h [code]
file  randomizedlds.hpp [code]
 Randomized low-discrepancy sequence.
file  randomsequencegenerator.hpp [code]
 Random sequence generator based on a pseudo-random number generator.
file  rngtraits.hpp [code]
file  seedgenerator.cpp [code]
file  seedgenerator.hpp [code]
 Random seed generator.
file  sobolrsg.cpp [code]
file  sobolrsg.hpp [code]
 Sobol low-discrepancy sequence generator.


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