ParkMiller.h File Reference

#include "../../common/types.h"
#include "RandomGenerator.h"

Go to the source code of this file.

Classes
class	ParkMiller
Variables
const LongInteger	a = 16807
const LongInteger	m = 2147483647
const LongInteger	q = 127773
const LongInteger	r = 2836

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Variable Documentation

const LongInteger a = 16807

Definition at line 8 of file ParkMiller.h. Referenced by RainbowOption::compute_C(), CumulativeBivariateNormal(), CumulativeNormal(), ParkMiller::GetOneRandomInteger(), InverseCumulativeNormal(), and mainasset().

const LongInteger m = 2147483647

Definition at line 9 of file ParkMiller.h. Referenced by Date::advance(), Date::Date(), Date::endOfMonth(), ParkMiller::GetOneRandomInteger(), ParkMiller::getUniform(), UsDate::isBusinessDay(), ParkMiller::Max(), Date::month(), Date::monthLength(), Date::monthOffset(), Date::nthWeekday(), yieldCurve::operator==(), CSVParser::operator>>(), yieldPoint::setMaturity(), and CreditSpreadPoint::setMaturity().

const LongInteger q = 127773

Definition at line 10 of file ParkMiller.h. Referenced by Matrix::Determinant(), ParkMiller::GetOneRandomInteger(), Matrix::IdentityMatrix(), Matrix::operator *(), Matrix::RightAppendIdentity(), and binomialTree::setClaimVariables().

const LongInteger r = 2836

Definition at line 11 of file ParkMiller.h. Referenced by OptionStrategy::addLongButterflySpread(), OptionStrategy::addLongCallSpread(), OptionStrategy::addLongPutSpread(), OptionStrategy::addLongRatioCallSpread(), OptionStrategy::addLongStraddle(), OptionStrategy::addLongStrangle(), OptionStrategy::addOneOptionToStrategy(), yieldCurve::assignFlatRate(), creditCurve::assignFlatSpread(), binomialTree::binomialTree(), BlackScholes::BlackScholes(), CreditSpreadPoint::CreditSpreadPoint(), ParkMiller::GetOneRandomInteger(), InverseCumulativeNormal(), volsurface::invertBSformula(), mainbinomialtree(), mainmc(), yieldPoint::setRate(), CreditSpreadPoint::setRate(), volsurface::setvolsurface(), SubFunctionForBivariateNormal(), and yieldPoint::yieldPoint().

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