ql/math/randomnumbers/centrallimitgaussianrng.hpp File Reference


Detailed Description

Central limit Gaussian random-number generator.

#include <ql/methods/montecarlo/sample.hpp>

Include dependency graph for centrallimitgaussianrng.hpp:


Namespaces

namespace  QuantLib

Classes

class  CLGaussianRng
 Gaussian random number generator. More...