Package org.jquantlib.math.randomnumbers

Interface Summary

Interface	Description
InverseCumulative
RandomNumberGenerator
RandomSequenceGeneratorIntf	Deprecated
UniformRandomSequenceGenerator	This interface defines the behaviour of all uniform random sequence generators, making it easy to pass them as generic parameters.

Class Summary

Class	Description
GenericLowDiscrepancy<RSG extends UniformRandomSequenceGenerator,IC extends InverseCumulative>
GenericPseudoRandom<RNG extends RandomNumberGenerator,IC extends InverseCumulative>
InverseCumulativeRng<RNG extends RandomNumberGenerator,IC extends InverseCumulative>	Inverse cumulative random number generator
InverseCumulativeRsg<USG extends UniformRandomSequenceGenerator,IC extends InverseCumulative>	Inverse cumulative random sequence generator
MersenneTwisterUniformRng	This class implements a powerful pseudo-random number generator developed by Makoto Matsumoto and Takuji Nishimura during 1996-1997.
PrimitivePolynomials	PMT : Primitive Polynomials Modulo Two
PseudoRandom
RandomSequenceGenerator<RNG extends RandomNumberGenerator>	Random sequence generator based on a pseudo-random number generator
SeedGenerator	Random seed generator
SobolRsg	Sobol low-discrepancy sequence generator

Enum Summary

Enum	Description
SobolRsg.DirectionIntegers