- QuantLib
- RandomSequenceGenerator
 
Random sequence generator based on a pseudo-random number generator. More...
#include <ql/math/randomnumbers/randomsequencegenerator.hpp>
| Public Types | |
| typedef Sample< std::vector < Real > > | sample_type | 
| Public Member Functions | |
| RandomSequenceGenerator (Size dimensionality, const RNG &rng) | |
| RandomSequenceGenerator (Size dimensionality, BigNatural seed=0) | |
| const sample_type & | nextSequence () const | 
| std::vector< BigNatural > | nextInt32Sequence () const | 
| const sample_type & | lastSequence () const | 
| Size | dimension () const | 
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;
If a client of this class wants to use the nextInt32Sequence method, class RNG must also implement
unsigned long RNG::nextInt32() const;