Uses of Package
org.drip.measure.crng
| Package | Description |
|---|---|
| org.drip.graph.mst |
Agnostic Minimum Spanning Tree Properties
|
| org.drip.measure.crng |
Continuous Random Number Stream Generator
|
| org.drip.state.sequence |
Monte Carlo Path State Realizations
|
| org.drip.xva.dynamics |
XVA Dynamics - Settings and Evolution
|
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Classes in org.drip.measure.crng used by org.drip.graph.mst Class Description RandomNumberGenerator RandomNumberGenerator provides the Functionality to generate Random Numbers. -
Classes in org.drip.measure.crng used by org.drip.measure.crng Class Description LinearCongruentialGenerator LinearCongruentialGenerator implements a RNG based on Recurrence Based on Modular Integer Arithmetic.MultipleRecursiveGeneratorLEcuyer MultipleRecursiveGeneratorLEcuyer - L'Ecuyer's Multiple Recursive Generator - combines Multiple Recursive Sequences to produce a Large State Space with good Randomness Properties.QuadraticResampler QuadraticResampler Quadratically Re-samples the Input Points to Convert it to a Standard Normal.RandomNumberGenerator RandomNumberGenerator provides the Functionality to generate Random Numbers.RecursiveGenerator RecursiveGenerator exposes Sequence Generation using Recursive Schemes.ShiftRegisterGenerator ShiftRegisterGenerator implements a RNG based on the Shift Register Generation Scheme. -
Classes in org.drip.measure.crng used by org.drip.state.sequence Class Description CorrelatedFactorsPathVertexRealization CorrelatedFactorsPathVertexRealization generates Correlated Rd Random Numbers at the specified Vertexes, over the Specified Paths. -
Classes in org.drip.measure.crng used by org.drip.xva.dynamics Class Description CorrelatedFactorsPathVertexRealization CorrelatedFactorsPathVertexRealization generates Correlated Rd Random Numbers at the specified Vertexes, over the Specified Paths.