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... |