Ziggurat random-number generator. More...
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
#include <ql/math/randomnumbers/randomsequencegenerator.hpp>
Classes | |
class | ZigguratRng |
Ziggurat random-number generator. More... | |
Namespaces | |
QuantLib | |
Ziggurat random-number generator.