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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <zigguratrng.hpp>
Collaboration diagram for Ziggurat:Public Types | |
| enum | { allowsErrorEstimate = 1 } |
| typedef ZigguratRng | rng_type |
| typedef RandomSequenceGenerator< rng_type > | rsg_type |
Static Public Member Functions | |
| static rsg_type | make_sequence_generator (Size dimension, BigNatural seed) |
Definition at line 64 of file zigguratrng.hpp.
| typedef ZigguratRng rng_type |
Definition at line 66 of file zigguratrng.hpp.
| typedef RandomSequenceGenerator<rng_type> rsg_type |
Definition at line 67 of file zigguratrng.hpp.
| anonymous enum |
| Enumerator | |
|---|---|
| allowsErrorEstimate | |
Definition at line 69 of file zigguratrng.hpp.
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static |
Definition at line 71 of file zigguratrng.hpp.