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... |