ql/math/randomnumbers/inversecumulativerng.hpp File Reference
Detailed Description
Inverse cumulative Gaussian random-number generator.
#include <ql/methods/montecarlo/sample.hpp>
Include dependency graph for inversecumulativerng.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | InverseCumulativeRng |
| Inverse cumulative random number generator. More... | |