LecuyerUniformRng Class Reference#include <ql/RandomNumbers/lecuyeruniformrng.hpp>
List of all members.
Detailed Description
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/)
Constructor & Destructor Documentation
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if the given seed is 0, a random seed will be chosen based on clock() |
Member Function Documentation
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returns a sample with weight 1.0 containing a random number uniformly chosen from (0.0,1.0) |
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