ql/RandomNumbers/inversecumulativersg.hpp File Reference
Detailed Description
Inverse cumulative random sequence generator.
#include <ql/Math/array.hpp>
#include <ql/MonteCarlo/sample.hpp>
Include dependency graph for inversecumulativersg.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | InverseCumulativeRsg |
| Inverse cumulative random sequence generator. More... | |