MersenneTwister.cpp File Reference

#include "./MersenneTwister.h"
#include "time.h"

Go to the source code of this file.

Variables
const LongNatural	N = 624
const LongNatural	M = 397
const LongNatural	MATRIX_A = 0x9908b0dfUL
const LongNatural	UPPER_MASK = 0x80000000UL
const LongNatural	LOWER_MASK = 0x7fffffffUL

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Variable Documentation

const LongNatural LOWER_MASK = 0x7fffffffUL

Definition at line 12 of file MersenneTwister.cpp. Referenced by MersenneTwister::GetOneRandomInteger().

const LongNatural M = 397

Definition at line 6 of file MersenneTwister.cpp. Referenced by volsurface::forwardvolsurface(), MersenneTwister::GetOneRandomInteger(), interpolator::interpolate(), yieldCurve::SequentDiscountFactorsByInvertSwapMatrix(), volsurface::shiftedvolsurface(), transformColumnMatrixTo1Dvalarray(), and transformMatrixTo2Dvalarray().

const LongNatural MATRIX_A = 0x9908b0dfUL

Definition at line 8 of file MersenneTwister.cpp. Referenced by MersenneTwister::GetOneRandomInteger().

const LongNatural N = 624

Definition at line 5 of file MersenneTwister.cpp. Referenced by volsurface::forwardvolsurface(), MersenneTwister::GetOneRandomInteger(), interpolator::interpolate(), MersenneTwister::MersenneTwister(), MersenneTwister::SetSeed(), volsurface::setvolsurface(), and volsurface::shiftedvolsurface().

const LongNatural UPPER_MASK = 0x80000000UL

Definition at line 10 of file MersenneTwister.cpp. Referenced by MersenneTwister::GetOneRandomInteger().

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