ql/RandomNumbers/centrallimitgaussianrng.hpp File Reference
Detailed Description
Central limit Gaussian random-number generator.
#include <ql/MonteCarlo/sample.hpp>
Include dependency graph for centrallimitgaussianrng.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | CLGaussianRng |
| Gaussian random number generator. More... | |