ql/experimental/math/zigguratrng.hpp File Reference

Ziggurat random-number generator. More...

#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
#include <ql/math/randomnumbers/randomsequencegenerator.hpp>
Include dependency graph for zigguratrng.hpp:

Classes

class  ZigguratRng
 Ziggurat random-number generator. More...

Detailed Description

Ziggurat random-number generator.