ql/math/randomnumbers/inversecumulativersg.hpp File Reference


Detailed Description

Inverse cumulative random sequence generator.

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

Include dependency graph for inversecumulativersg.hpp:


Namespaces

namespace  QuantLib

Classes

class  InverseCumulativeRsg
 Inverse cumulative random sequence generator. More...