Uses of Interface
net.finmath.randomnumbers.RandomNumberGenerator

Packages that use RandomNumberGenerator

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.

Uses of RandomNumberGenerator in net.finmath.montecarlo

Constructors in net.finmath.montecarlo with parameters of type RandomNumberGenerator

Constructor	Description
BrownianMotionFromRandomNumberGenerator(TimeDiscretization timeDiscretization, int numberOfFactors, int numberOfPaths, RandomNumberGenerator randomNumberGenerator)	Construct a Brownian motion.
BrownianMotionFromRandomNumberGenerator(TimeDiscretization timeDiscretization, int numberOfFactors, int numberOfPaths, RandomNumberGenerator randomNumberGenerator, RandomVariableFactory randomVariableFactory)	Construct a Brownian motion.

Uses of RandomNumberGenerator in net.finmath.randomnumbers

Subinterfaces of RandomNumberGenerator in net.finmath.randomnumbers

Modifier and Type	Interface	Description
interface	RandomNumberGenerator1D	Interface for a 1-dimensional random number generator generating a sequence of vectors sampling the space [0,1]

Classes in net.finmath.randomnumbers that implement RandomNumberGenerator

Modifier and Type	Class	Description
class	AcceptanceRejectionRandomNumberGenerator	Class implementing RandomNumberGenerator by the acceptance rejection method.
class	HaltonSequence	Implements a multi-dimensional Halton sequence (quasi random numbers) with the given bases.
class	MersenneTwister	Mersenne Twister random number generator.
class	SobolSequence	Implements a multi-dimensional Sobol sequence.
class	SobolSequence1D	Implements a multi-dimensional Sobol sequence.
class	VanDerCorputSequence	A van-der-Corput sequence \( \{ x_{i} \vert i = 0, 1, \ldots \} \) implementing RandomNumberGenerator1D.

Constructors in net.finmath.randomnumbers with parameters of type RandomNumberGenerator

Constructor	Description
AcceptanceRejectionRandomNumberGenerator(RandomNumberGenerator uniformRandomNumberGenerator, DoubleUnaryOperator targetDensity, DoubleUnaryOperator referenceDensity, DoubleUnaryOperator referenceDistributionICDF, double acceptanceLevel)