ql/RandomNumbers/boxmullergaussianrng.hpp File Reference


Detailed Description

Box-Muller Gaussian random-number generator.

#include <ql/MonteCarlo/sample.hpp>

Include dependency graph for boxmullergaussianrng.hpp:


Namespaces

namespace  QuantLib

Classes

class  BoxMullerGaussianRng
 Gaussian random number generator. More...

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