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...