ql/math/randomnumbers/rngtraits.hpp File Reference


Detailed Description

random-number generation policies

#include <ql/methods/montecarlo/pathgenerator.hpp>
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
#include <ql/math/randomnumbers/inversecumulativerng.hpp>
#include <ql/math/randomnumbers/randomsequencegenerator.hpp>
#include <ql/math/randomnumbers/sobolrsg.hpp>
#include <ql/math/randomnumbers/inversecumulativersg.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/distributions/poissondistribution.hpp>

Include dependency graph for rngtraits.hpp:


Namespaces

namespace  QuantLib

Typedefs

typedef GenericPseudoRandom<
MersenneTwisterUniformRng,
InverseCumulativeNormal > 
PseudoRandom
 default traits for pseudo-random number generation
typedef GenericPseudoRandom<
MersenneTwisterUniformRng,
InverseCumulativePoisson > 
PoissonPseudoRandom
 traits for Poisson-distributed pseudo-random number generation
typedef GenericLowDiscrepancy<
SobolRsg, InverseCumulativeNormal > 
LowDiscrepancy
 default traits for low-discrepancy sequence generation