ql/RandomNumbers/inversecumgaussianrsg.hpp File Reference


Detailed Description

Inverse cumulative Gaussian random sequence generator.

#include <ql/Math/array.hpp>
#include <ql/MonteCarlo/sample.hpp>

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Namespaces

namespace  QuantLib

Classes

class  ICGaussianRsg
 Inverse cumulative Gaussian random sequence generator. More...

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