QuantLib: Ranlux3UniformRng Class Reference

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

Public Types | Public Member Functions | List of all members
Ranlux3UniformRng Class Reference

Uniform random number generator. More...

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

## Public Types
typedef Sample< Real > | sample_type

## Public Member Functions
| Ranlux3UniformRng (Size seed=19780503u)
sample_type | next () const

## Detailed Description

Uniform random number generator.

M. Luescher's "luxury" random number generator

Implementation is a proxy for the corresponding boost random number generator. For more detail see the boost documentation and: M.Luescher, A portable high-quality random number generator for lattice field theory simulations, Comp. Phys. Comm. 79 (1994) 100

Available luxury levels: Ranlux3: Any theoretically possible correlations have very small change of being observed. Ranlux4: highest possible luxury.