- QuantLib
- LecuyerUniformRng
 
Uniform random number generator. More...
#include <ql/math/randomnumbers/lecuyeruniformrng.hpp>
| Public Types | |
| typedef Sample< Real > | sample_type | 
| Public Member Functions | |
| LecuyerUniformRng (long seed=0) | |
| sample_type | next () const | 
Uniform random number generator.
Random number generator of L'Ecuyer with added Bays-Durham shuffle (know as ran2 in Numerical recipes)
For more details see Section 7.1 of Numerical Recipes in C, 2nd Edition, Cambridge University Press (available at http://www.nr.com/)
| LecuyerUniformRng | ( | long | seed = 0 | ) |  [explicit] | 
if the given seed is 0, a random seed will be chosen based on clock()
| sample_type next | ( | ) | const | 
returns a sample with weight 1.0 containing a random number uniformly chosen from (0.0,1.0)