Public Member Functions | List of all members
QuantLibAddin::PseudoRandomSequenceGenerator< URNG > Class Template Reference

#include <qlo/randomsequencegenerator.hpp>

Inheritance diagram for QuantLibAddin::PseudoRandomSequenceGenerator< URNG >:
Inheritance graph
[legend]
Collaboration diagram for QuantLibAddin::PseudoRandomSequenceGenerator< URNG >:
Collaboration graph
[legend]

Public Member Functions

 PseudoRandomSequenceGenerator (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, long dimension, const URNG &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)
 

Additional Inherited Members

- Protected Member Functions inherited from QuantLibAddin::RandomSequenceGenerator
 OH_OBJ_CTOR (RandomSequenceGenerator, ObjectHandler::Object)
 

Constructor & Destructor Documentation

◆ PseudoRandomSequenceGenerator()

template<class URNG >
QuantLibAddin::PseudoRandomSequenceGenerator< URNG >::PseudoRandomSequenceGenerator ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
long  dimension,
const URNG &  urng,
bool  permanent 
)
inline

Member Function Documentation

◆ nextSequence()

template<class URNG >
virtual std::vector<QuantLib::Real> QuantLibAddin::PseudoRandomSequenceGenerator< URNG >::nextSequence ( ) const
inlinevirtual

Implements QuantLibAddin::RandomSequenceGenerator.

The documentation for this class was generated from the following file: