QuantLib 0.3.6
User manual
Introduction to QuantLib
QuantLib components
Reference manual
|
RandomArrayGenerator Class Template Reference#include <ql/RandomNumbers/randomarraygenerator.hpp>
List of all members.
Detailed Description
template<class RNG>
class QuantLib::RandomArrayGenerator< RNG >
Generates random arrays using a random number generator.
- Deprecated:
- use RandomSequenceGenerator instead.
|
Public Types |
typedef Sample< Array > | sample_type |
Public Member Functions |
| RandomArrayGenerator (const Array &variance, long seed=0) |
| RandomArrayGenerator (const Matrix &covariance, long seed=0) |
const sample_type & | next () const |
int | size () const |
|