zigguratrng.hpp File Reference

Ziggurat random-number generator. More...

#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
#include <ql/math/randomnumbers/randomsequencegenerator.hpp>

Go to the source code of this file.

Classes
class	ZigguratRng
	Ziggurat random-number generator. More...
struct	Ziggurat

Namespaces
namespace	QuantLib

Detailed Description

Ziggurat random-number generator.

Definition in file zigguratrng.hpp.