Class MoroInvCumulativeKnuthGaussianRsg

Namespace

NanoQL.Numerics

Assembly

NanoQL.dll

QuantLib-Python's MoroInvCumulativeKnuthGaussianRsg: InverseCumulativeRsg<TUsg, TIc> over RandomSequenceGenerator<TRng> and MoroInverseCumulativeNormal, standard Gaussian pseudo-random sequences.

[WorkingType]
public sealed class MoroInvCumulativeKnuthGaussianRsg : InverseCumulativeRsg<RandomSequenceGenerator<KnuthUniformRng>, MoroInverseCumulativeNormal>, IRsg

Inheritance

object

InverseCumulativeRsg<RandomSequenceGenerator<KnuthUniformRng>, MoroInverseCumulativeNormal>

MoroInvCumulativeKnuthGaussianRsg

Implements

IRsg

Inherited Members

InverseCumulativeRsg<RandomSequenceGenerator<KnuthUniformRng>, MoroInverseCumulativeNormal>.NextSequence()

InverseCumulativeRsg<RandomSequenceGenerator<KnuthUniformRng>, MoroInverseCumulativeNormal>.LastSequence()

InverseCumulativeRsg<RandomSequenceGenerator<KnuthUniformRng>, MoroInverseCumulativeNormal>.Clone()

InverseCumulativeRsg<RandomSequenceGenerator<KnuthUniformRng>, 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

MoroInvCumulativeKnuthGaussianRsg(RandomSequenceGenerator<KnuthUniformRng>)

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

public MoroInvCumulativeKnuthGaussianRsg(RandomSequenceGenerator<KnuthUniformRng> uniformSequenceGenerator)

Parameters

uniformSequenceGenerator RandomSequenceGenerator<KnuthUniformRng>

The uniform sequence generator, which the generator copies.

Exceptions

ArgumentNullException

uniformSequenceGenerator is null.

MoroInvCumulativeKnuthGaussianRsg(RandomSequenceGenerator<KnuthUniformRng>, MoroInverseCumulativeNormal)

Initializes a new instance of the MoroInvCumulativeKnuthGaussianRsg class.

public MoroInvCumulativeKnuthGaussianRsg(RandomSequenceGenerator<KnuthUniformRng> uniformSequenceGenerator, MoroInverseCumulativeNormal inverseCumulative)

Parameters

uniformSequenceGenerator RandomSequenceGenerator<KnuthUniformRng>

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 MoroInvCumulativeKnuthGaussianRsg Clone()

Returns

MoroInvCumulativeKnuthGaussianRsg

The copy.