org.jquantlib.methods.montecarlo

Class SingleVariate<T,RNG extends RandomNumberGenerator,IC extends InverseCumulative>

java.lang.Object

org.jquantlib.methods.montecarlo.SingleVariate<T,RNG,IC>

All Implemented Interfaces:

Variate

public class SingleVariate<T,RNG extends RandomNumberGenerator,IC extends InverseCumulative>
extends java.lang.Object
implements Variate

Default Monte Carlo traits for single-variate models

Field Summary

Fields

Modifier and Type	Field and Description
RNG	rng_traits

Constructor Summary

Constructors

Constructor and Description
SingleVariate()

Method Summary

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

rng_traits

public RNG extends RandomNumberGenerator rng_traits

Constructor Detail

SingleVariate

public SingleVariate()