Module net.finmath.lib
Package net.finmath.randomnumbers

Interface RandomNumberGenerator1D

All Superinterfaces:
RandomNumberGenerator, Serializable
All Known Implementing Classes:
MersenneTwister
public interface RandomNumberGenerator1D
extends RandomNumberGenerator, Serializable
Interface for a 1-dimensional random number generator generating a sequence of vectors sampling the space [0,1]
Version:
1.0
Author:
Christian Fries

  • Method Summary

    Modifier and Type Method Description
    default int getDimension()
    Get the sample vector dimension.
    default double[] getNext()
    Get the next sample vector of dimension n, where n is getDimension.
    double nextDouble()