QuantLib: GenericPseudoRandom< URNG, IC > Struct Template Reference

#include <rngtraits.hpp>

Collaboration diagram for GenericPseudoRandom< URNG, IC >:

Public Types
enum	{ allowsErrorEstimate = 1 }

typedef URNG	urng_type

typedef InverseCumulativeRng< urng_type, IC >	rng_type

typedef RandomSequenceGenerator< urng_type >	ursg_type

typedef InverseCumulativeRsg< ursg_type, IC >	rsg_type

Static Public Member Functions
static rsg_type	make_sequence_generator (Size dimension, BigNatural seed)

Static Public Attributes
static ext::shared_ptr< IC >	icInstance

Detailed Description

template<class URNG, class IC>
struct QuantLib::GenericPseudoRandom< URNG, IC >

Definition at line 43 of file rngtraits.hpp.

Member Typedef Documentation

◆ urng_type

typedef URNG urng_type

Definition at line 45 of file rngtraits.hpp.

◆ rng_type

typedef InverseCumulativeRng<urng_type,IC> rng_type

Definition at line 46 of file rngtraits.hpp.

◆ ursg_type

typedef RandomSequenceGenerator<urng_type> ursg_type

Definition at line 47 of file rngtraits.hpp.

◆ rsg_type

typedef InverseCumulativeRsg<ursg_type,IC> rsg_type

Definition at line 48 of file rngtraits.hpp.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Enumerator
allowsErrorEstimate

Definition at line 50 of file rngtraits.hpp.

Member Function Documentation

◆ make_sequence_generator()

static rsg_type make_sequence_generator	(	Size	dimension,
		BigNatural	seed
	)

static

Definition at line 52 of file rngtraits.hpp.

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Member Data Documentation

◆ icInstance

ext::shared_ptr< IC > icInstance