Examples of PseudoRandom


Examples of org.jquantlib.math.randomnumbers.PseudoRandom

        // Black Scholes equation rules the path generator:
        // at each step the log of the stock
        // will have drift and sigma^2 variance
        final InverseCumulativeRsg<RandomSequenceGenerator<MersenneTwisterUniformRng>, InverseCumulativeNormal> rsg =
          new PseudoRandom(RandomSequenceGenerator.class, InverseCumulativeNormal.class).makeSequenceGenerator(nTimeSteps, 0L);

        final boolean brownianBridge = false;

        final MonteCarloModel<SingleVariate, RandomNumberGenerator, Statistics> MCSimulation = new MonteCarloModel<SingleVariate, RandomNumberGenerator, Statistics>();
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