Files
pricing/src/RandomGenerator.cpp

19 lines
335 B
C++
Raw Normal View History

//
// Created by David Doebel on 06.03.2026.
//
#include "RandomGenerator.hpp"
double MersenneTwister::nextGaussian() {
return distr_(generator_);
}
std::vector<double> MersenneTwister::nextGaussianVector(std::size_t n) {
std::vector<double> v(n);
for (auto& e : v) {
e = nextGaussian();
}
return v;
}