inversecumulativersg.hpp File Reference

Inverse cumulative random sequence generator. More...

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

Classes

class  InverseCumulativeRsg< USG, IC >
 Inverse cumulative random sequence generator. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Inverse cumulative random sequence generator.