ql/RandomNumbers/rngtraits.hpp File Reference
Detailed Description
random-number generation policies
#include <ql/MonteCarlo/pathgenerator.hpp>
#include <ql/RandomNumbers/mt19937uniformrng.hpp>
#include <ql/RandomNumbers/inversecumulativerng.hpp>
#include <ql/RandomNumbers/randomsequencegenerator.hpp>
#include <ql/RandomNumbers/sobolrsg.hpp>
#include <ql/RandomNumbers/inversecumulativersg.hpp>
#include <ql/Math/normaldistribution.hpp>
#include <ql/Math/poissondistribution.hpp>
Include dependency graph for rngtraits.hpp:
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Namespaces |
namespace | QuantLib |
Typedefs |
typedef GenericPseudoRandom<
MersenneTwisterUniformRng,
InverseCumulativeNormal > | PseudoRandom |
| default traits for pseudo-random number generation
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typedef GenericPseudoRandom<
MersenneTwisterUniformRng,
InverseCumulativePoisson > | PoissonPseudoRandom |
| traits for Poisson-distributed pseudo-random number generation
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typedef GenericLowDiscrepancy<
SobolRsg, InverseCumulativeNormal > | LowDiscrepancy |
| default traits for low-discrepancy sequence generation
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Typedef Documentation
typedef GenericPseudoRandom<MersenneTwisterUniformRng, InverseCumulativeNormal> PseudoRandom |
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default traits for pseudo-random number generation
- Tests:
- a sequence generator is generated and tested by comparing samples against known good values.
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typedef GenericPseudoRandom<MersenneTwisterUniformRng, InverseCumulativePoisson> PoissonPseudoRandom |
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traits for Poisson-distributed pseudo-random number generation
- Tests:
- sequence generators are generated and tested by comparing samples against known good values.
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