QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
randomnumbers Directory Reference

Files

file  boxmullergaussianrng.hpp
 Box-Muller Gaussian random-number generator.
 
file  centrallimitgaussianrng.hpp
 Central limit Gaussian random-number generator.
 
file  faurersg.hpp
 Faure low-discrepancy sequence generator.
 
file  haltonrsg.hpp
 Halton low-discrepancy sequence generator.
 
file  inversecumulativerng.hpp
 Inverse cumulative Gaussian random-number generator.
 
file  inversecumulativersg.hpp
 Inverse cumulative random sequence generator.
 
file  knuthuniformrng.hpp
 Knuth uniform random number generator.
 
file  latticersg.hpp
 lattice rule code for low discrepancy numbers
 
file  latticerules.hpp
 
file  lecuyeruniformrng.hpp
 L'Ecuyer uniform random number generator.
 
file  mt19937uniformrng.hpp
 Mersenne Twister uniform random number generator.
 
file  randomizedlds.hpp
 Randomized low-discrepancy sequence.
 
file  randomsequencegenerator.hpp
 Random sequence generator based on a pseudo-random number generator.
 
file  ranluxuniformrng.hpp
 "Luxury" random number generator.
 
file  rngtraits.hpp
 random-number generation policies
 
file  seedgenerator.hpp
 Random seed generator.
 
file  sobolbrownianbridgersg.hpp
 interface class to map the functionality of SobolBrownianGenerator to the "conventional" sequence generator interface
 
file  sobolrsg.hpp
 Sobol low-discrepancy sequence generator.
 
file  stochasticcollocationinvcdf.hpp