QuantLib_LecuyerUniformRng man page

LecuyerUniformRng — Uniform random number generator.

Synopsis

#include <ql/math/randomnumbers/lecuyeruniformrng.hpp>

Public Types

typedef Sample< Real > sample_type

Public Member Functions

LecuyerUniformRng (long seed=0)

sample_type next () const

Detailed Description

Uniform random number generator.

Random number generator of L'Ecuyer with added Bays-Durham shuffle (know as ran2 in Numerical recipes)

For more details see Section 7.1 of Numerical Recipes in C, 2nd Edition, Cambridge University Press (available at http://www.nr.com/)

Constructor & Destructor Documentation

LecuyerUniformRng (long seed = 0) [explicit]

if the given seed is 0, a random seed will be chosen based on clock()

Member Function Documentation

sample_type next () const

returns a sample with weight 1.0 containing a random number uniformly chosen from (0.0,1.0)

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

LecuyerUniformRng(3) is an alias of QuantLib_LecuyerUniformRng(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib