Ranlux64UniformRng< P, R > Class Template Reference

Uniform random number generator. More...

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

Public Types
typedef Sample< Real >	sample_type

Public Member Functions
	Ranlux64UniformRng (std::uint_fast64_t seed=19780503U)
sample_type	next () const

Detailed Description

template<std::size_t P, std::size_t R>
class QuantLib::Ranlux64UniformRng< P, R >

Uniform random number generator.

M. Luescher's "luxury" random number generator

Implementation is a proxy for the corresponding boost random number generator. For more detail see the boost documentation and: M.Luescher, A portable high-quality random number generator for lattice field theory simulations, Comp. Phys. Comm. 79 (1994) 100

Available luxury levels: Ranlux3: Any theoretically possible correlations have very small change of being observed. Ranlux4: highest possible luxury.