Uses of Package
net.finmath.randomnumbers
Packages that use net.finmath.randomnumbers
Package
Description
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.
Random number generators for samples of uniform distributed random variables and generators and transformation for other distriburtions.
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Classes in net.finmath.randomnumbers used by net.finmath.montecarloClassDescriptionInterface for an n-dimensional random number generator generating a sequence of vectors sampling the space [0,1]^{n}
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Classes in net.finmath.randomnumbers used by net.finmath.randomnumbersClassDescriptionInterface for an n-dimensional random number generator generating a sequence of vectors sampling the space [0,1]^{n}Interface for a 1-dimensional random number generator generating a sequence of vectors sampling the space [0,1]