Class CentralLimitMersenneTwisterGaussianRng

Namespace

NanoQL.Numerics

Assembly

NanoQL.dll

QuantLib-Python's CentralLimitMersenneTwisterGaussianRng: CLGaussianRng<TRng> over MersenneTwisterUniformRng, standard Gaussian deviates.

[WorkingType]
public sealed class CentralLimitMersenneTwisterGaussianRng : CLGaussianRng<MersenneTwisterUniformRng>, IRng

Inheritance

object

CLGaussianRng<MersenneTwisterUniformRng>

CentralLimitMersenneTwisterGaussianRng

Implements

IRng

Inherited Members

CLGaussianRng<MersenneTwisterUniformRng>.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

CentralLimitMersenneTwisterGaussianRng(MersenneTwisterUniformRng)

Initializes a new instance of the CentralLimitMersenneTwisterGaussianRng class.

public CentralLimitMersenneTwisterGaussianRng(MersenneTwisterUniformRng uniformGenerator)

Parameters

uniformGenerator MersenneTwisterUniformRng

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 CentralLimitMersenneTwisterGaussianRng Clone()

Returns

CentralLimitMersenneTwisterGaussianRng

The copy.