QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Types | Public Member Functions | List of all members
LecuyerUniformRng Class Reference

Uniform random number generator. More...

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

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()

LecuyerUniformRng ( long  seed = 0)
explicit

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

Member Function Documentation

◆ next()

sample_type next ( ) const

returns a sample with weight 1.0 containing a random number uniformly chosen from (0.0,1.0)