ql/math/randomnumbers/boxmullergaussianrng.hpp File Reference


Detailed Description

Box-Muller Gaussian random-number generator.

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

Include dependency graph for boxmullergaussianrng.hpp:


Namespaces

namespace  QuantLib

Classes

class  BoxMullerGaussianRng
 Gaussian random number generator. More...