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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.
*/
/*! \file lecuyeruniformrng.cpp
\brief L'Ecuyer uniform random number generator
\fullpath
ql/RandomNumbers/%lecuyeruniformrng.cpp
*/
// $Id: lecuyeruniformrng.cpp,v 1.4 2002/01/16 14:41:27 nando Exp $
#include <ql/RandomNumbers/lecuyeruniformrng.hpp>
namespace QuantLib {
namespace RandomNumbers {
const long LecuyerUniformRng::m1 = 2147483563L;
const long LecuyerUniformRng::a1 = 40014L;
const long LecuyerUniformRng::q1 = 53668L;
const long LecuyerUniformRng::r1 = 12211L;
const long LecuyerUniformRng::m2 = 2147483399L;
const long LecuyerUniformRng::a2 = 40692L;
const long LecuyerUniformRng::q2 = 52774L;
const long LecuyerUniformRng::r2 = 3791L;
const int LecuyerUniformRng::bufferSize = 32;
const long LecuyerUniformRng::bufferNormalizer = 67108862L; // 1+(m1-1)/bufferSize
const long double LecuyerUniformRng::maxRandom = 1.0-QL_EPSILON;
}
}
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