- QuantLib
- MersenneTwisterUniformRng
Uniform random number generator. More...
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
Public Types | |
typedef Sample< Real > | sample_type |
Public Member Functions | |
MersenneTwisterUniformRng (unsigned long seed=0) | |
MersenneTwisterUniformRng (const std::vector< unsigned long > &seeds) | |
sample_type | next () const |
Real | nextReal () const |
return a random number in the (0.0, 1.0)-interval | |
unsigned long | nextInt32 () const |
return a random integer in the [0,0xffffffff]-interval |
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
MersenneTwisterUniformRng | ( | unsigned long | seed = 0 | ) | [explicit] |
if the given seed is 0, a random seed will be chosen based on clock()
sample_type next | ( | ) | const |
returns a sample with weight 1.0 containing a random number in the (0.0, 1.0) interval