QuantLibAddin::MersenneTwisterRsg Class Reference
#include <qlo/randomsequencegenerator.hpp>
Inheritance diagram for QuantLibAddin::MersenneTwisterRsg:
Collaboration diagram for QuantLibAddin::MersenneTwisterRsg:
Public Types | |
| typedef QuantLib::MersenneTwisterUniformRng | urng_type |
Public Member Functions | |
| MersenneTwisterRsg (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, long dimension, long seed, bool permanent) | |
 Public Member Functions inherited from QuantLibAddin::PseudoRandomSequenceGenerator< QuantLib::MersenneTwisterUniformRng > | |
| PseudoRandomSequenceGenerator (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, long dimension, const QuantLib::MersenneTwisterUniformRng &urng, bool permanent) | |
| virtual std::vector< QuantLib::Real > | nextSequence () const |
| Public Member Functions inherited from QuantLibAddin::RandomSequenceGenerator | |
| std::vector< std::vector< double > > | variates (long samples) |
| virtual std::vector< double > | nextSequence () const =0 |
Additional Inherited Members | |
| Protected Member Functions inherited from QuantLibAddin::RandomSequenceGenerator | |
| OH_OBJ_CTOR (RandomSequenceGenerator, ObjectHandler::Object) | |
Member Typedef Documentation
◆ urng_type
| typedef QuantLib::MersenneTwisterUniformRng QuantLibAddin::MersenneTwisterRsg::urng_type |
Constructor & Destructor Documentation
◆ MersenneTwisterRsg()
| QuantLibAddin::MersenneTwisterRsg::MersenneTwisterRsg | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
| long | dimension, | ||
| long | seed, | ||
| bool | permanent | ||
| ) |
The documentation for this class was generated from the following file: