Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

Classes | Namespaces

zigguratrng.hpp File Reference

Ziggurat random-number generator. More...

#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
#include <ql/math/randomnumbers/randomsequencegenerator.hpp>
Include dependency graph for zigguratrng.hpp:
This graph shows which files directly or indirectly include this file:

Go to the source code of this file.


struct  QuantLib::Ziggurat
class  QuantLib::ZigguratRng
 Ziggurat random-number generator. More...


namespace  QuantLib

Detailed Description

Ziggurat random-number generator.

Definition in file zigguratrng.hpp.

Generated by  Doxygen 1.6.0   Back to index