mt19937uniformrng.hpp File Reference

Mersenne Twister uniform random number generator. More...

#include <ql/methods/montecarlo/sample.hpp>
#include <vector>
Include dependency graph for mt19937uniformrng.hpp:

Classes

class  MersenneTwisterUniformRng
 Uniform random number generator. More...
 

Namespaces

 QuantLib
 

Detailed Description

Mersenne Twister uniform random number generator.