1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>KnuthUniformRng Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="185" height="50" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 1.2</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.7.6.1 -->
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_knuth_uniform_rng.html">KnuthUniformRng</a> </li>
</ul>
</div>
</div>
<div class="header">
<div class="summary">
<a href="#pub-types">Public Types</a> |
<a href="#pub-methods">Public Member Functions</a> </div>
<div class="headertitle">
<div class="title">KnuthUniformRng Class Reference</div> </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::KnuthUniformRng" -->
<p>Uniform random number generator.
<a href="class_quant_lib_1_1_knuth_uniform_rng.html#details">More...</a></p>
<p><code>#include <ql/math/randomnumbers/knuthuniformrng.hpp></code></p>
<p><a href="class_quant_lib_1_1_knuth_uniform_rng-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad6ae312199547dfd98f3b79b89a036f0"></a><!-- doxytag: member="QuantLib::KnuthUniformRng::sample_type" ref="ad6ae312199547dfd98f3b79b89a036f0" args="" -->
typedef <a class="el" href="struct_quant_lib_1_1_sample.html">Sample</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>sample_type</b></td></tr>
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_knuth_uniform_rng.html#ab59db514c5c64ebd20105fd6eba4e0a2">KnuthUniformRng</a> (long seed=0)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><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_knuth_uniform_rng.html#a54d52bd9fcbf209b55759eaee7c151bb">next</a> () const </td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Uniform random number generator. </p>
<p>Random number generator by Knuth. For more details see Knuth, Seminumerical Algorithms, 3rd edition, Section 3.6. </p>
<dl class="note"><dt><b>Note:</b></dt><dd>This is <b>not</b> Knuth's original implementation which is available at <a href="http://www-cs-faculty.stanford.edu/~knuth/programs.html,">http://www-cs-faculty.stanford.edu/~knuth/programs.html,</a> but rather a slightly modified version wrapped in a C++ class. Such modifications did not affect the code but only the data structures used, which were converted to their standard C++ equivalents. </dd></dl>
</div><hr/><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" id="ab59db514c5c64ebd20105fd6eba4e0a2"></a><!-- doxytag: member="QuantLib::KnuthUniformRng::KnuthUniformRng" ref="ab59db514c5c64ebd20105fd6eba4e0a2" args="(long seed=0)" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="class_quant_lib_1_1_knuth_uniform_rng.html">KnuthUniformRng</a> </td>
<td>(</td>
<td class="paramtype">long </td>
<td class="paramname"><em>seed</em> = <code>0</code></td><td>)</td>
<td><code> [explicit]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>if the given seed is 0, a random seed will be chosen based on clock() </p>
</div>
</div>
<hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a54d52bd9fcbf209b55759eaee7c151bb"></a><!-- doxytag: member="QuantLib::KnuthUniformRng::next" ref="a54d52bd9fcbf209b55759eaee7c151bb" args="() const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="struct_quant_lib_1_1_sample.html">KnuthUniformRng::sample_type</a> <a class="el" href="class_quant_lib_1_1_knuth_uniform_rng.html#a54d52bd9fcbf209b55759eaee7c151bb">next</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const</td>
</tr>
</table>
</div>
<div class="memdoc">
<p>returns a sample with weight 1.0 containing a random number uniformly chosen from (0.0,1.0) </p>
</div>
</div>
</div><!-- contents -->
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>
</div>
</body>
</html>
|
