QuantLib 0.3.3
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Reference manual
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RandomArrayGenerator Class Template Reference#include <randomarraygenerator.hpp>
List of all members.
Detailed Description
template<class RNG>
class QuantLib::RandomNumbers::RandomArrayGenerator< RNG >
Generates random arrays using a random number generator.
- Deprecated:
- use RandomSequenceGenerator instead.
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Public Types |
typedef MonteCarlo::Sample<
Array > | sample_type |
Public Member Functions |
| RandomArrayGenerator (const Array &variance, long seed=0) |
| RandomArrayGenerator (const Math::Matrix &covariance, long seed=0) |
const sample_type & | next () const |
int | size () const |
The documentation for this class was generated from the following file:
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