ql/math/randomnumbers/mt19937uniformrng.hpp File Reference


Detailed Description

Mersenne Twister uniform random number generator.

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

Include dependency graph for mt19937uniformrng.hpp:


Namespaces

namespace  QuantLib

Classes

class  MersenneTwisterUniformRng
 Uniform random number generator. More...