Class MoroInvCumulativeMersenneTwisterGaussianRsg

Namespace

NanoQL.Numerics

Assembly

NanoQL.dll

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

[WorkingType]
public sealed class MoroInvCumulativeMersenneTwisterGaussianRsg : InverseCumulativeRsg<RandomSequenceGenerator<MersenneTwisterUniformRng>, MoroInverseCumulativeNormal>, IRsg

Inheritance

object

InverseCumulativeRsg<RandomSequenceGenerator<MersenneTwisterUniformRng>, MoroInverseCumulativeNormal>

MoroInvCumulativeMersenneTwisterGaussianRsg

Implements

IRsg

Inherited Members

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

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

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

InverseCumulativeRsg<RandomSequenceGenerator<MersenneTwisterUniformRng>, 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

MoroInvCumulativeMersenneTwisterGaussianRsg(RandomSequenceGenerator<MersenneTwisterUniformRng>)

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

public MoroInvCumulativeMersenneTwisterGaussianRsg(RandomSequenceGenerator<MersenneTwisterUniformRng> uniformSequenceGenerator)

Parameters

uniformSequenceGenerator RandomSequenceGenerator<MersenneTwisterUniformRng>

The uniform sequence generator, which the generator copies.

Exceptions

ArgumentNullException

uniformSequenceGenerator is null.

MoroInvCumulativeMersenneTwisterGaussianRsg(RandomSequenceGenerator<MersenneTwisterUniformRng>, MoroInverseCumulativeNormal)

Initializes a new instance of the MoroInvCumulativeMersenneTwisterGaussianRsg class.

public MoroInvCumulativeMersenneTwisterGaussianRsg(RandomSequenceGenerator<MersenneTwisterUniformRng> uniformSequenceGenerator, MoroInverseCumulativeNormal inverseCumulative)

Parameters

uniformSequenceGenerator RandomSequenceGenerator<MersenneTwisterUniformRng>

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 MoroInvCumulativeMersenneTwisterGaussianRsg Clone()

Returns

MoroInvCumulativeMersenneTwisterGaussianRsg

The copy.