ql/math/randomnumbers/inversecumulativerng.hpp File Reference
Inverse cumulative Gaussian random-number generator. More...
#include <ql/methods/montecarlo/sample.hpp>
Include dependency graph for inversecumulativerng.hpp:

Classes | |
class | InverseCumulativeRng |
Inverse cumulative random number generator. More... |
Detailed Description
Inverse cumulative Gaussian random-number generator.