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>LecuyerUniformRng 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_lecuyer_uniform_rng.html">LecuyerUniformRng</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">LecuyerUniformRng Class Reference</div> </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::LecuyerUniformRng" -->
<p>Uniform random number generator.
<a href="class_quant_lib_1_1_lecuyer_uniform_rng.html#details">More...</a></p>
<p><code>#include <ql/math/randomnumbers/lecuyeruniformrng.hpp></code></p>
<p><a href="class_quant_lib_1_1_lecuyer_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::LecuyerUniformRng::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_lecuyer_uniform_rng.html#a148a11db369ad4f65dee641ecb0f8215">LecuyerUniformRng</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_lecuyer_uniform_rng.html#aa348e1b433db27307b840e4a41684b34">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 of L'Ecuyer with added Bays-Durham shuffle (know as ran2 in Numerical recipes)</p>
<p>For more details see Section 7.1 of Numerical Recipes in C, 2nd Edition, Cambridge University Press (available at <a href="http://www.nr.com/">http://www.nr.com/</a>) </p>
</div><hr/><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" id="a148a11db369ad4f65dee641ecb0f8215"></a><!-- doxytag: member="QuantLib::LecuyerUniformRng::LecuyerUniformRng" ref="a148a11db369ad4f65dee641ecb0f8215" 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_lecuyer_uniform_rng.html">LecuyerUniformRng</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="aa348e1b433db27307b840e4a41684b34"></a><!-- doxytag: member="QuantLib::LecuyerUniformRng::next" ref="aa348e1b433db27307b840e4a41684b34" 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">sample_type</a> <a class="el" href="class_quant_lib_1_1_lecuyer_uniform_rng.html#aa348e1b433db27307b840e4a41684b34">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>
|