LowDiscrepancy (3) - Linux Manuals

LowDiscrepancy: random-number generation policies

Command to display LowDiscrepancy manual in Linux: $ man 3 LowDiscrepancy

NAME

ql/math/randomnumbers/rngtraits.hpp - random-number generation policies

SYNOPSIS

#include <ql/methods/montecarlo/pathgenerator.hpp>
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
#include <ql/math/randomnumbers/inversecumulativerng.hpp>
#include <ql/math/randomnumbers/randomsequencegenerator.hpp>
#include <ql/math/randomnumbers/sobolrsg.hpp>
#include <ql/math/randomnumbers/inversecumulativersg.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/distributions/poissondistribution.hpp>

Typedefs

typedef GenericPseudoRandom< MersenneTwisterUniformRng, InverseCumulativeNormal > PseudoRandom
default traits for pseudo-random number generation
typedef GenericPseudoRandom< MersenneTwisterUniformRng, InverseCumulativePoisson > PoissonPseudoRandom
traits for Poisson-distributed pseudo-random number generation
typedef GenericLowDiscrepancy< SobolRsg, InverseCumulativeNormal > LowDiscrepancy
default traits for low-discrepancy sequence generation

Detailed Description

random-number generation policies

Author

Generated automatically by Doxygen for QuantLib from the source code.