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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_inverse_cumulative_rng.html">InverseCumulativeRng</a></li> </ul>
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<div class="title">InverseCumulativeRng< RNG, IC > Class Template Reference</div> </div>
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<p>Inverse cumulative random number generator.
<a href="class_quant_lib_1_1_inverse_cumulative_rng.html#details">More...</a></p>
<p><code>#include <ql/math/randomnumbers/inversecumulativerng.hpp></code></p>
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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>InverseCumulativeRng</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_inverse_cumulative_rng.html#a28b84543d7686b5f19a96142e965dcf4">next</a> () const</td></tr>
<tr class="memdesc:a28b84543d7686b5f19a96142e965dcf4"><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, class IC><br />
class QuantLib::InverseCumulativeRng< RNG, IC ></h3>
<p>Inverse cumulative random number generator. </p>
<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>
<p>The uniform deviate is 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 --><p>The inverse cumulative distribution is supplied by IC.</p>
<p>Class IC must implement the following interface: </p><div class="fragment"><div class="line">IC::IC();</div>
<div class="line"><a class="code" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78" title="real number">Real</a> IC::operator() <span class="keyword">const</span>;</div>
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