MersenneTwisterUniformRng Class Reference

#include <ql/RandomNumbers/mt19937uniformrng.hpp>

List of all members.


Detailed Description

Uniform random number generator.

Mersenne Twister random number generator of period 2**19937-1

For more details see http://www.math.keio.ac.jp/matumoto/emt.html


Public Types

typedef Sample< Realsample_type

Public Member Functions

 MersenneTwisterUniformRng (unsigned long seed=0)
 MersenneTwisterUniformRng (const std::vector< unsigned long > &seeds)
sample_type next () const
unsigned long nextInt32 () const
 return a random number on [0,0xffffffff]-interval


Constructor & Destructor Documentation

MersenneTwisterUniformRng unsigned long  seed = 0  )  [explicit]
 

if the given seed is 0, a random seed will be chosen based on clock()


Member Function Documentation

sample_type next  )  const
 

returns a sample with weight 1.0 containing a random number on (0.0, 1.0)-real-interval


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