RandomSequenceGenerator Class Template Reference
#include <ql/math/randomnumbers/randomsequencegenerator.hpp>
Detailed Description
template<class RNG>
class QuantLib::RandomSequenceGenerator< RNG >
Random sequence generator based on a pseudo-random number generator.
Random sequence generator based on a pseudo-random number generator RNG.
Class RNG must implement the following interface:
RNG::sample_type RNG::next() const;
- Warning:
- do not use with low-discrepancy sequence generator.
Public Types | |
typedef Sample< std::vector< Real > > | sample_type |
Public Member Functions | |
RandomSequenceGenerator (Size dimensionality, const RNG &rng) | |
RandomSequenceGenerator (Size dimensionality, BigNatural seed=0) | |
const sample_type & | nextSequence () const |
std::vector< BigNatural > | nextInt32Sequence () const |
const sample_type & | lastSequence () const |
Size | dimension () const |