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<title>QuantLib: InverseCumulativeRng Class Template Reference</title>
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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_inverse_cumulative_rng.html">InverseCumulativeRng</a></div>
<h1>InverseCumulativeRng Class Template Reference</h1><!-- doxytag: class="QuantLib::InverseCumulativeRng" --><code>#include <ql/RandomNumbers/inversecumulativerng.hpp></code>
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<a href="class_quant_lib_1_1_inverse_cumulative_rng-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class RNG, class IC><br>
class QuantLib::InverseCumulativeRng< RNG, IC ></h3>
Inverse cumulative random number generator.
<p>
It uses a uniform deviate in (0, 1) as the source of cumulative distribution values. Then an inverse cumulative distribution is used to calculate the distribution deviate.<p>
The uniform deviate is supplied by RNG.<p>
Class RNG must implement the following interface: <div class="fragment"><pre class="fragment"> RNG::sample_type RNG::next() <span class="keyword">const</span>;
</pre></div><p>
The inverse cumulative distribution is supplied by IC.<p>
Class IC must implement the following interface: <div class="fragment"><pre class="fragment"> IC::IC();
<a class="code" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> IC::operator() <span class="keyword">const</span>;
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<tr><td colspan="2"><br><h2>Public Types</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d6ae312199547dfd98f3b79b89a036f0"></a><!-- doxytag: member="QuantLib::InverseCumulativeRng::sample_type" ref="d6ae312199547dfd98f3b79b89a036f0" args="" -->
typedef <a class="el" href="struct_quant_lib_1_1_sample.html">Sample</a>< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>sample_type</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf33bf876d7887a0d4a55f3d3ebba7ba"></a><!-- doxytag: member="QuantLib::InverseCumulativeRng::urng_type" ref="bf33bf876d7887a0d4a55f3d3ebba7ba" args="" -->
typedef RNG </td><td class="memItemRight" valign="bottom"><b>urng_type</b></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="94c3ceb8818a466b6bd20dcb49d2665f"></a><!-- doxytag: member="QuantLib::InverseCumulativeRng::InverseCumulativeRng" ref="94c3ceb8818a466b6bd20dcb49d2665f" args="(const RNG &uniformGenerator)" -->
</td><td class="memItemRight" valign="bottom"><b>InverseCumulativeRng</b> (const RNG &uniformGenerator)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="28b84543d7686b5f19a96142e965dcf4"></a><!-- doxytag: member="QuantLib::InverseCumulativeRng::next" ref="28b84543d7686b5f19a96142e965dcf4" args="() const" -->
<a class="el" href="struct_quant_lib_1_1_sample.html">sample_type</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inverse_cumulative_rng.html#28b84543d7686b5f19a96142e965dcf4">next</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns a sample from a Gaussian distribution <br></td></tr>
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