Classes | Namespaces | Functions
randomsequencegenerator.hpp File Reference
#include <oh/libraryobject.hpp>
#include <ql/math/randomnumbers/rngtraits.hpp>
#include <ql/math/randomnumbers/faurersg.hpp>
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
#include <ql/math/randomnumbers/sobolrsg.hpp>
#include <ql/math/randomnumbers/haltonrsg.hpp>
#include <vector>
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Classes

class  QuantLibAddin::RandomSequenceGenerator
 
class  QuantLibAddin::PseudoRandomSequenceGenerator< URNG >
 
class  QuantLibAddin::MersenneTwisterRsg
 
class  QuantLibAddin::LowDiscrepancySequenceGenerator< URSG >
 
class  QuantLibAddin::FaureRsg
 
class  QuantLibAddin::HaltonRsg
 
class  QuantLibAddin::SobolRsg
 

Namespaces

 QuantLibAddin
 

Functions

QuantLib::Real QuantLibAddin::rand ()
 
void QuantLibAddin::randomize (QuantLib::BigNatural seed)