ql/math/randomnumbers/inversecumulativerng.hpp File Reference

Inverse cumulative Gaussian random-number generator. More...

#include <ql/methods/montecarlo/sample.hpp>
Include dependency graph for inversecumulativerng.hpp:

Classes

class  InverseCumulativeRng< RNG, IC >
 Inverse cumulative random number generator. More...

Detailed Description

Inverse cumulative Gaussian random-number generator.