rngtraits.hpp File Reference

random-number generation policies More...

#include <ql/methods/montecarlo/pathgenerator.hpp>
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
#include <ql/math/randomnumbers/inversecumulativerng.hpp>
#include <ql/math/randomnumbers/randomsequencegenerator.hpp>
#include <ql/math/randomnumbers/sobolrsg.hpp>
#include <ql/math/randomnumbers/inversecumulativersg.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/distributions/poissondistribution.hpp>

Go to the source code of this file.

Classes
struct	GenericPseudoRandom< URNG, IC >
struct	GenericLowDiscrepancy< URSG, IC >

Namespaces
namespace	QuantLib

Typedefs
typedef GenericPseudoRandom< MersenneTwisterUniformRng, InverseCumulativeNormal >	PseudoRandom
	default traits for pseudo-random number generation More...
typedef GenericPseudoRandom< MersenneTwisterUniformRng, InverseCumulativePoisson >	PoissonPseudoRandom
	traits for Poisson-distributed pseudo-random number generation More...
typedef GenericLowDiscrepancy< SobolRsg, InverseCumulativeNormal >	LowDiscrepancy
	default traits for low-discrepancy sequence generation More...

Detailed Description

random-number generation policies

Definition in file rngtraits.hpp.