RandomSequenceGenerator Class Template Reference

#include <randomsequencegenerator.hpp>

List of all members.


Detailed Description

template<class RNG>
class QuantLib::RandomNumbers::RandomSequenceGenerator< RNG >

Random sequence generator based on a pseudo-random number generator.

Random sequence generator based on a pseudo-random number generator RNG.

Class RNG must implement the following interface:

                RNG::sample_type RNG::next() const;

Warning:
do not use with low-discrepancy sequence generator


Public Types

typedef MonteCarlo::Sample<
Array
sample_type

Public Member Functions

 RandomSequenceGenerator (Size dimensionality, const RNG &rng)
 RandomSequenceGenerator (Size dimensionality, long seed=0)
const sample_type & nextSequence () const
std::vector< unsigned long > nextInt32Sequence () const
const sample_type & lastSequence () const
Size dimension () const


The documentation for this class was generated from the following file:

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