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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_inverse_cumulative_rsg.html">InverseCumulativeRsg</a></div>
<h1>InverseCumulativeRsg Class Template Reference</h1><!-- doxytag: class="QuantLib::InverseCumulativeRsg" --><code>#include <ql/math/randomnumbers/inversecumulativersg.hpp></code>
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<a href="class_quant_lib_1_1_inverse_cumulative_rsg-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class USG, class IC><br>
class QuantLib::InverseCumulativeRsg< USG, IC ></h3>
Inverse cumulative random sequence generator.
<p>
It uses a sequence of 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 sequence is supplied by USG.<p>
Class USG must implement the following interface: <div class="fragment"><pre class="fragment"> USG::sample_type USG::nextSequence() <span class="keyword">const</span>;
<a class="code" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77" title="size of a container">Size</a> USG::dimension() <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" title="real number">Real</a> IC::operator() <span class="keyword">const</span>;
</pre></div> <dl compact><dt><b>Examples: </b></dt><dd>
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<a class="el" href="_discrete_hedging_8cpp-example.html#_a25">DiscreteHedging.cpp</a>.</dl><table border="0" cellpadding="0" cellspacing="0">
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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="f3b59a3dd56521693efc68c221a2bf38"></a><!-- doxytag: member="QuantLib::InverseCumulativeRsg::sample_type" ref="f3b59a3dd56521693efc68c221a2bf38" args="" -->
typedef <a class="el" href="struct_quant_lib_1_1_sample.html">Sample</a>< std::vector<br>
< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > </td><td class="memItemRight" valign="bottom"><b>sample_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="23eac1260e2d993498bd6dfe74993b1b"></a><!-- doxytag: member="QuantLib::InverseCumulativeRsg::InverseCumulativeRsg" ref="23eac1260e2d993498bd6dfe74993b1b" args="(const USG &uniformSequenceGenerator)" -->
</td><td class="memItemRight" valign="bottom"><b>InverseCumulativeRsg</b> (const USG &uniformSequenceGenerator)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f017e7f142be2fc69eb956293fd74a2c"></a><!-- doxytag: member="QuantLib::InverseCumulativeRsg::InverseCumulativeRsg" ref="f017e7f142be2fc69eb956293fd74a2c" args="(const USG &uniformSequenceGenerator, const IC &inverseCumulative)" -->
</td><td class="memItemRight" valign="bottom"><b>InverseCumulativeRsg</b> (const USG &uniformSequenceGenerator, const IC &inverseCumulative)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="adadd6dc6ad0a8242f2b9a20e18b7391"></a><!-- doxytag: member="QuantLib::InverseCumulativeRsg::nextSequence" ref="adadd6dc6ad0a8242f2b9a20e18b7391" args="() const " -->
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_rsg.html#adadd6dc6ad0a8242f2b9a20e18b7391">nextSequence</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns next sample from the Gaussian distribution <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8d216498c4107b3bca19b47a929407fc"></a><!-- doxytag: member="QuantLib::InverseCumulativeRsg::lastSequence" ref="8d216498c4107b3bca19b47a929407fc" args="() const " -->
const <a class="el" href="struct_quant_lib_1_1_sample.html">sample_type</a> & </td><td class="memItemRight" valign="bottom"><b>lastSequence</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d089a89a18aa50ad2c64712cf5fb5e3d"></a><!-- doxytag: member="QuantLib::InverseCumulativeRsg::dimension" ref="d089a89a18aa50ad2c64712cf5fb5e3d" args="() const " -->
<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>dimension</b> () const </td></tr>
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