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/*
Copyright (C) 2000, 2001, 2002 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
// $Id: RandomGenerators.i,v 1.7 2002/01/16 14:51:31 nando Exp $
#ifndef quantlib_random_generators_i
#define quantlib_random_generators_i
%{
using QuantLib::RandomNumbers::UniformRandomGenerator;
using QuantLib::RandomNumbers::GaussianRandomGenerator;
using QuantLib::MonteCarlo::Sample;
typedef Sample<double> SampleNumber;
%}
class SampleNumber {
public:
~SampleNumber();
double value;
double weight;
private:
SampleNumber();
};
class UniformRandomGenerator {
public:
UniformRandomGenerator(long seed=0);
~UniformRandomGenerator();
SampleNumber next() const;
};
class GaussianRandomGenerator {
public:
GaussianRandomGenerator(long seed=0);
~GaussianRandomGenerator();
SampleNumber next() const;
};
#endif
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