QuantLib 0.3.6
User manual
Introduction to QuantLib
QuantLib components
Reference manual
ql/RandomNumbers/rngtraits.hpp File Reference
Detailed Description
random-number generation policies
#include <ql/MonteCarlo/pathgenerator.hpp>
#include <ql/RandomNumbers/mt19937uniformrng.hpp>
#include <ql/RandomNumbers/inversecumgaussianrng.hpp>
#include <ql/RandomNumbers/randomsequencegenerator.hpp>
#include <ql/RandomNumbers/sobolrsg.hpp>
#include <ql/RandomNumbers/inversecumgaussianrsg.hpp>
#include <ql/Math/normaldistribution.hpp>
Include dependency graph for rngtraits.hpp:
Namespaces | |
| namespace | QuantLib |
