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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_box_muller_gaussian_rng.html">BoxMullerGaussianRng</a></li> </ul>
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<div class="title">BoxMullerGaussianRng< RNG > Class Template Reference</div> </div>
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<p>Gaussian random number generator.
<a href="class_quant_lib_1_1_box_muller_gaussian_rng.html#details">More...</a></p>
<p><code>#include <ql/math/randomnumbers/boxmullergaussianrng.hpp></code></p>
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Public Types</h2></td></tr>
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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>
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typedef RNG </td><td class="memItemRight" valign="bottom"><b>urng_type</b></td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>BoxMullerGaussianRng</b> (const RNG &uniformGenerator)</td></tr>
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<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_box_muller_gaussian_rng.html#ae8a11401b9edb86d33320d62fdf9aa28">next</a> () const</td></tr>
<tr class="memdesc:ae8a11401b9edb86d33320d62fdf9aa28"><td class="mdescLeft"> </td><td class="mdescRight">returns a sample from a Gaussian distribution <br /></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><h3>template<class RNG><br />
class QuantLib::BoxMullerGaussianRng< RNG ></h3>
<p>Gaussian random number generator. </p>
<p>It uses the well-known Box-Muller transformation to return a normal distributed Gaussian deviate with average 0.0 and standard deviation of 1.0, from a uniform deviate in (0,1) supplied by RNG.</p>
<p>Class RNG must implement the following interface: </p><div class="fragment"><div class="line">RNG::sample_type RNG::next() <span class="keyword">const</span>;</div>
</div><!-- fragment --> <dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_basket_losses_8cpp-example.html#_a15">BasketLosses.cpp</a>.</dd>
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