QuantLib: RandomSequenceGenerator< RNG > Class Template Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Types | Public Member Functions | List of all members
RandomSequenceGenerator< RNG > Class Template Reference

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

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

## 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;

If a client of this class wants to use the nextInt32Sequence method, class RNG must also implement

unsigned long RNG::nextInt32() const;

Warning:
  do not use with low-discrepancy sequence generator.