ql/RandomNumbers/randomsequencegenerator.hpp File Reference
Detailed Description
Random sequence generator based on a pseudo-random number generator.
#include <ql/Math/array.hpp>
#include <ql/MonteCarlo/sample.hpp>
#include <vector>
Include dependency graph for randomsequencegenerator.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | RandomSequenceGenerator |
| Random sequence generator based on a pseudo-random number generator. More... | |