Class BoxMullerLecuyerGaussianRng

Namespace

NanoQL.Numerics

Assembly

NanoQL.dll

QuantLib-Python's BoxMullerLecuyerGaussianRng: BoxMullerGaussianRng<TRng> over LecuyerUniformRng, standard Gaussian deviates.

[WorkingType]
public sealed class BoxMullerLecuyerGaussianRng : BoxMullerGaussianRng<LecuyerUniformRng>, IRng

Inheritance

object

BoxMullerGaussianRng<LecuyerUniformRng>

BoxMullerLecuyerGaussianRng

Implements

IRng

Inherited Members

BoxMullerGaussianRng<LecuyerUniformRng>.Next()

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

A convenience name: nanoql's own code uses the generic type. A mutable working type, as its base is.

Constructors

BoxMullerLecuyerGaussianRng(LecuyerUniformRng)

Initializes a new instance of the BoxMullerLecuyerGaussianRng class.

public BoxMullerLecuyerGaussianRng(LecuyerUniformRng uniformGenerator)

Parameters

uniformGenerator LecuyerUniformRng

The uniform generator, which the generator copies.

Exceptions

ArgumentNullException

uniformGenerator is null.

Methods

Clone()

Copies the generator deeply, its uniform generator included: the copy's next draw equals this one's, and the two change apart.

public override BoxMullerLecuyerGaussianRng Clone()

Returns

BoxMullerLecuyerGaussianRng

The copy.