rngtraits.hpp File Reference

random-number generation policies More...

Include dependency graph for rngtraits.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
 

Detailed Description

random-number generation policies