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 |