|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
|
#include <ql/models/marketmodels/browniangenerator.hpp>#include <ql/math/randomnumbers/randomsequencegenerator.hpp>#include <ql/math/randomnumbers/mt19937uniformrng.hpp>#include <ql/math/distributions/normaldistribution.hpp>Go to the source code of this file.
Classes | |
| class | MTBrownianGenerator |
| Mersenne-twister Brownian generator for market-model simulations. More... | |
| class | MTBrownianGeneratorFactory |
Namespaces | |
| namespace | QuantLib |