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boxmullergaussianrng.hpp File Reference


Detailed Description

Box-Muller Gaussian random-number generator.

Definition in file boxmullergaussianrng.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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


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