RandomArrayGenerator Class Template Reference

#include <ql/RandomNumbers/randomarraygenerator.hpp>

List of all members.


Detailed Description

template<class RNG>
class QuantLib::RandomArrayGenerator< RNG >

Generates random arrays using a random number generator.

Deprecated:
use RandomSequenceGenerator instead.


Public Types

typedef Sample< Arraysample_type

Public Member Functions

 RandomArrayGenerator (const Array &variance, long seed=0)
 RandomArrayGenerator (const Matrix &covariance, long seed=0)
const sample_type & next () const
int size () const


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