ql/math/randomnumbers/centrallimitgaussianrng.hpp File Reference

Central limit Gaussian random-number generator. More...

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

Classes

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

Detailed Description

Central limit Gaussian random-number generator.