QuantLib_RandomSequenceGenerator man page

RandomSequenceGenerator< RNG > — Random sequence generator based on a pseudo-random number generator.

Synopsis

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

Public Types

typedef Sample< std::vector< Real > > sample_type

Public Member Functions

RandomSequenceGenerator (Size dimensionality, const RNG &rng)

RandomSequenceGenerator (Size dimensionality, BigNatural seed=0)

const sample_type & nextSequence () const

std::vector< BigNatural > nextInt32Sequence () const

const sample_type & lastSequence () const

Size dimension () const

Detailed Description

template<class RNG>

class QuantLib::RandomSequenceGenerator< RNG >" Random sequence generator based on a pseudo-random number generator.

Random sequence generator based on a pseudo-random number generator RNG.

Class RNG must implement the following interface:

RNG::sample_type RNG::next() const;

If a client of this class wants to use the nextInt32Sequence method, class RNG must also implement

unsigned long RNG::nextInt32() const;

Warning

do not use with low-discrepancy sequence generator.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

nextInt32Sequence(3) and RandomSequenceGenerator(3) are aliases of QuantLib_RandomSequenceGenerator(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib