LecuyerUniformRng Class Reference

Uniform random number generator. More...

#include <ql/math/randomnumbers/lecuyeruniformrng.hpp>

List of all members.

Public Types

typedef Sample< Realsample_type

Public Member Functions

 LecuyerUniformRng (long seed=0)
sample_type next () const

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

LecuyerUniformRng ( 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 uniformly chosen from (0.0,1.0)