net.finmath.randomnumbers

Interface RandomNumberGenerator

All Known Implementing Classes:

AccceptanceRejectionRandomNumberGenerator, HaltonSequence

public interface RandomNumberGenerator

Interface for an n-dimensional random number generator generating a sequence of vectors sampling the space [0,1]^{n}

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
int	getDimension()
double[]	getNext()

Method Detail

getNext

double[] getNext()

getDimension

int getDimension()