ql/RandomNumbers/mt19937uniformrng.hpp File Reference
Detailed Description
Mersenne Twister uniform random number generator.
#include <ql/MonteCarlo/sample.hpp>
#include <vector>
Include dependency graph for mt19937uniformrng.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | MersenneTwisterUniformRng |
Uniform random number generator. More... |