Class MoroInvCumulativeBurley2020SobolGaussianRsg

Namespace

NanoQL.Numerics

Assembly

NanoQL.dll

QuantLib-Python's MoroInvCumulativeBurley2020SobolGaussianRsg: InverseCumulativeRsg<TUsg, TIc> over Burley2020SobolRsg and MoroInverseCumulativeNormal, standard Gaussian low-discrepancy sequences on Burley's 2020 scrambling of Sobol's.

[WorkingType]
public sealed class MoroInvCumulativeBurley2020SobolGaussianRsg : InverseCumulativeRsg<Burley2020SobolRsg, MoroInverseCumulativeNormal>, IRsg

Inheritance

object

InverseCumulativeRsg<Burley2020SobolRsg, MoroInverseCumulativeNormal>

MoroInvCumulativeBurley2020SobolGaussianRsg

Implements

IRsg

Inherited Members

InverseCumulativeRsg<Burley2020SobolRsg, MoroInverseCumulativeNormal>.NextSequence()

InverseCumulativeRsg<Burley2020SobolRsg, MoroInverseCumulativeNormal>.LastSequence()

InverseCumulativeRsg<Burley2020SobolRsg, MoroInverseCumulativeNormal>.Clone()

InverseCumulativeRsg<Burley2020SobolRsg, MoroInverseCumulativeNormal>.Dimension

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

MoroInvCumulativeBurley2020SobolGaussianRsg(Burley2020SobolRsg)

Initializes a new instance of the MoroInvCumulativeBurley2020SobolGaussianRsg class with the standard normal inverse cumulative, QuantLib's default construction.

public MoroInvCumulativeBurley2020SobolGaussianRsg(Burley2020SobolRsg uniformSequenceGenerator)

Parameters

uniformSequenceGenerator Burley2020SobolRsg

The uniform sequence generator, which the generator copies.

Exceptions

ArgumentNullException

uniformSequenceGenerator is null.

MoroInvCumulativeBurley2020SobolGaussianRsg(Burley2020SobolRsg, MoroInverseCumulativeNormal)

Initializes a new instance of the MoroInvCumulativeBurley2020SobolGaussianRsg class.

public MoroInvCumulativeBurley2020SobolGaussianRsg(Burley2020SobolRsg uniformSequenceGenerator, MoroInverseCumulativeNormal inverseCumulative)

Parameters

uniformSequenceGenerator Burley2020SobolRsg

The uniform sequence generator, which the generator copies.

inverseCumulative MoroInverseCumulativeNormal

The inverse cumulative distribution.

Exceptions

ArgumentNullException

uniformSequenceGenerator is null.

Methods

Clone()

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

public override MoroInvCumulativeBurley2020SobolGaussianRsg Clone()

Returns

MoroInvCumulativeBurley2020SobolGaussianRsg

The copy.