random-number generation policies More...
#include <ql/methods/montecarlo/pathgenerator.hpp>
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
#include <ql/math/randomnumbers/inversecumulativerng.hpp>
#include <ql/math/randomnumbers/randomsequencegenerator.hpp>
#include <ql/math/randomnumbers/sobolrsg.hpp>
#include <ql/math/randomnumbers/inversecumulativersg.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/distributions/poissondistribution.hpp>
Namespaces | |
QuantLib | |
Typedefs | |
typedef GenericPseudoRandom < MersenneTwisterUniformRng, InverseCumulativeNormal > | PseudoRandom |
default traits for pseudo-random number generation More... | |
typedef GenericPseudoRandom < MersenneTwisterUniformRng, InverseCumulativePoisson > | PoissonPseudoRandom |
traits for Poisson-distributed pseudo-random number generation More... | |
typedef GenericLowDiscrepancy < SobolRsg, InverseCumulativeNormal > | LowDiscrepancy |
default traits for low-discrepancy sequence generation | |
random-number generation policies