LowDiscrepancy (3) - Linux Man Pages

LowDiscrepancy: random-number generation policies

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

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