RandomSequenceGenerator Class Template Reference#include <ql/RandomNumbers/randomsequencegenerator.hpp>
List of all members.
Detailed Description
template<class RNG>
class QuantLib::RandomSequenceGenerator< RNG >
Random sequence generator based on a pseudo-random number generator.
Random sequence generator based on a pseudo-random number generator RNG.
Class RNG must implement the following interface: RNG::sample_type RNG::next() const;
- Warning:
- do not use with low-discrepancy sequence generator
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Public Types |
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typedef Sample< Array > | sample_type |
Public Member Functions |
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| RandomSequenceGenerator (Size dimensionality, const RNG &rng) |
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| RandomSequenceGenerator (Size dimensionality, BigNatural seed=0) |
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const sample_type & | nextSequence () const |
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std::vector< BigNatural > | nextInt32Sequence () const |
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const sample_type & | lastSequence () const |
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Size | dimension () const |
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