QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

QuantLib::RandomNumbers Namespace Reference Detailed Description Random Number Generators and Low Discrepancy Sequences. See sect. Random number and low discrepancy sequence generators Compounds class   BoxMullerGaussianRng   Gaussian random number generator. More... class   CLGaussianRng   Gaussian random number generator. More... class   HaltonRsg   Halton low-discrepancy sequence generator. More... class   ICGaussianRng   Inverse cumulative Gaussian random number generator. More... class   ICGaussianRsg   Inverse cumulative Gaussian random sequence generator. More... class   KnuthUniformRng   Uniform random number generator. More... class   LecuyerUniformRng   Uniform random number generator. More... class   MersenneTwisterUniformRng   Uniform random number generator. More... class   RandomArrayGenerator   Generates random arrays using a random number generator. More... class   RandomSequenceGenerator   Random sequence generator based on a pseudo-random number generator. More... class   SobolRsg   Sobol low-discrepancy sequence generator. More... Typedefs typedef MonteCarlo::PseudoRandom::urng_type  UniformRandomGenerator   default choice for uniform random number generator. typedef MonteCarlo::PseudoRandom::rng_type  GaussianRandomGenerator   default choice for Gaussian random number generator. typedef RandomArrayGenerator< GaussianRandomGenerator >  GaussianArrayGenerator   default choice for Gaussian array generator. typedef MonteCarlo::PseudoRandom::ursg_type  UniformRandomSequenceGenerator   default choice for uniform random sequence generator. typedef MonteCarlo::PseudoRandom::rsg_type  GaussianRandomSequenceGenerator   default choice for Gaussian random sequence generator. typedef MonteCarlo::LowDiscrepancy::ursg_type  UniformLowDiscrepancySequenceGenerator typedef MonteCarlo::LowDiscrepancy::rsg_type  GaussianLowDiscrepancySequenceGenerator

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