mt19937uniformrng.hpp

Langue: en

Autres versions - même langue

Version: 166515 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/math/randomnumbers/mt19937uniformrng.hpp - Mersenne Twister uniform random number generator.

SYNOPSIS


#include <ql/methods/montecarlo/sample.hpp>
#include <vector>

Classes


class MersenneTwisterUniformRng
Uniform random number generator.

Detailed Description

Mersenne Twister uniform random number generator.

Author

Generated automatically by Doxygen for QuantLib from the source code.