QuantLib: RandomSequenceGenerator< RNG > Class Template Reference

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

#include <ql/math/randomnumbers/randomsequencegenerator.hpp>

Public Types
typedef Sample< std::vector< Real > >	sample_type

Public Member Functions
	RandomSequenceGenerator (Size dimensionality, const RNG &rng)
	RandomSequenceGenerator (Size dimensionality, BigNatural seed=0)
const sample_type &	nextSequence () const
std::vector< BigNatural >	nextInt32Sequence () const
const sample_type &	lastSequence () const
Size	dimension () const

Detailed Description

template<class RNG>
class QuantLib::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;

If a client of this class wants to use the nextInt32Sequence method, class RNG must also implement

unsigned long RNG::nextInt32() const;