Overview

functions to construct and use random sequences generators.

Function List

qlFaureRsg ()
qlHaltonRsg ()
qlMersenneTwisterRsg ()
qlRand ()
qlRandomize ()
qlSobolRsg ()
qlVariates ()

Function Documentation

qlFaureRsg

string returnValue
 
qlFaureRsg(
        string ObjectId
        long Dimension
        bool Permanent
        any Trigger
        bool Overwrite)

Description:

Construct an object of class FaureRsg and return its id

Supported Platforms:

Excel, C++, Calc

Parameters

ObjectId	id of object to be created
Dimension	dimension.
Permanent	object permanent/nonpermanent
Trigger	dependency tracking trigger
Overwrite	overwrite flag

qlHaltonRsg

string returnValue
 
qlHaltonRsg(
        string ObjectId
        long Dimension
        long Seed
        bool Permanent
        any Trigger
        bool Overwrite)

Description:

Construct an object of class HaltonRsg and return its id

Supported Platforms:

Excel, C++, Calc

Parameters

ObjectId	id of object to be created
Dimension	dimension.
Seed	seed.
Permanent	object permanent/nonpermanent
Trigger	dependency tracking trigger
Overwrite	overwrite flag

qlMersenneTwisterRsg

string returnValue
 
qlMersenneTwisterRsg(
        string ObjectId
        long Dimension
        long Seed
        bool Permanent
        any Trigger
        bool Overwrite)

Description:

Construct an object of class MersenneTwisterRsg and return its id

Supported Platforms:

Excel, C++, Calc

Parameters

ObjectId	id of object to be created
Dimension	dimension.
Seed	seed.
Permanent	object permanent/nonpermanent
Trigger	dependency tracking trigger
Overwrite	overwrite flag

qlRand

double returnValue
 
qlRand(
        any Trigger)

Description:

returns a random number between 0 and 1.

Supported Platforms:

Excel, Calc

Parameters

Trigger dependency tracking trigger

qlRandomize

void returnValue
 
qlRandomize(
        long Seed
        any Trigger)

Description:

initialize with the given seed the random number generator used by qlRand().

Supported Platforms:

Excel, Calc

Parameters

Seed	the seed used to initialize the random number generator.
Trigger	dependency tracking trigger

qlSobolRsg

string returnValue
 
qlSobolRsg(
        string ObjectId
        long Dimension
        long Seed
        bool Permanent
        any Trigger
        bool Overwrite)

Description:

Construct an object of class SobolRsg and return its id

Supported Platforms:

Excel, C++, Calc

Parameters

ObjectId	id of object to be created
Dimension	dimension.
Seed	seed.
Permanent	object permanent/nonpermanent
Trigger	dependency tracking trigger
Overwrite	overwrite flag

qlVariates

vector<vector<double> > returnValue
 
qlVariates(
        string ObjectId
        long Samples
        any Trigger)

Description:

generate variates.

Supported Platforms:

Excel, Calc

Parameters

ObjectId	id of existing QuantLibAddin::RandomSequenceGenerator object
Samples	number of samples.
Trigger	dependency tracking trigger