ql/math/randomnumbers/boxmullergaussianrng.hpp File Reference

Box-Muller Gaussian random-number generator. More...

#include <ql/methods/montecarlo/sample.hpp>
Include dependency graph for boxmullergaussianrng.hpp:

Classes

class  BoxMullerGaussianRng< RNG >
 Gaussian random number generator. More...

Detailed Description

Box-Muller Gaussian random-number generator.