ql/math/randomnumbers/inversecumulativerng.hpp File Reference


Detailed Description

Inverse cumulative Gaussian random-number generator.

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

Include dependency graph for inversecumulativerng.hpp:


Namespaces

namespace  QuantLib

Classes

class  InverseCumulativeRng
 Inverse cumulative random number generator. More...