QuantLib: ql/math/randomnumbers Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

randomnumbers Directory Reference

## Files
file | boxmullergaussianrng.hpp
| Box-Muller Gaussian random-number generator.
file | centrallimitgaussianrng.hpp
| Central limit Gaussian random-number generator.
file | faurersg.hpp
| Faure low-discrepancy sequence generator.
file | haltonrsg.hpp
| Halton low-discrepancy sequence generator.
file | inversecumulativerng.hpp
| Inverse cumulative Gaussian random-number generator.
file | inversecumulativersg.hpp
| Inverse cumulative random sequence generator.
file | knuthuniformrng.hpp
| Knuth uniform random number generator.
file | latticersg.hpp
| lattice rule code for low discrepancy numbers
file | latticerules.hpp
file | lecuyeruniformrng.hpp
| L'Ecuyer uniform random number generator.
file | mt19937uniformrng.hpp
| Mersenne Twister uniform random number generator.
file | randomizedlds.hpp
| Randomized low-discrepancy sequence.
file | randomsequencegenerator.hpp
| Random sequence generator based on a pseudo-random number generator.
file | ranluxuniformrng.hpp
| "Luxury" random number generator.
file | rngtraits.hpp
| random-number generation policies
file | seedgenerator.hpp
| Random seed generator.
file | sobolbrownianbridgersg.hpp
| interface class to map the functionality of SobolBrownianGenerator to the "conventional" sequence generator interface
file | sobolrsg.hpp
| Sobol low-discrepancy sequence generator.
file | stochasticcollocationinvcdf.hpp