RandomSequenceGenerator Class Template Reference

Random sequence generator based on a pseudo-random number generator. More...

#include <ql/math/randomnumbers/randomsequencegenerator.hpp>

List of all members.

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


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.