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ControlledRandomVariable::ControlledVariable Class Reference
Inheritance diagram for ControlledRandomVariable::ControlledVariable:
List of all members.
Auxilliary class: the random variable , see book, 2.8.
Definition at line 103 of file ControlledRandomVariable.h.
Constructor & Destructor Documentation
Member Function Documentation
| Real ControlledRandomVariable::ControlledVariable::nextValue
The next observation from the distribution of
this. Returning an object of type
RangeType involves copying and thus carries some overhead. But all the alternativs are very akward in case
RangeType is a built in numeric type. Quite often the computation of the next observation is vastly more expensive than copying the return value.
This is the crucial method defining the random object. Typically this method will be called tens of thousands of times.
Implements RandomObject< RangeType, ScalarType >.
The documentation for this class was generated from the following file:
Generated on Mon Sep 22 02:16:32 2003 for Libor-Library by