Uses of Package
net.finmath.randomnumbers
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Packages that use net.finmath.randomnumbers Package Description net.finmath.montecarlo Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.net.finmath.randomnumbers Random number generators for samples of uniform distributed random variables and generators and transformation for other distriburtions. -
Classes in net.finmath.randomnumbers used by net.finmath.montecarlo Class Description RandomNumberGenerator Interface for an n-dimensional random number generator generating a sequence of vectors sampling the space [0,1]^{n} -
Classes in net.finmath.randomnumbers used by net.finmath.randomnumbers Class Description RandomNumberGenerator Interface for an n-dimensional random number generator generating a sequence of vectors sampling the space [0,1]^{n}RandomNumberGenerator1D Interface for a 1-dimensional random number generator generating a sequence of vectors sampling the space [0,1]