normal_distribution< T > Struct Template Reference

Inheritance diagram for normal_distribution< T >:

Collaboration diagram for normal_distribution< T >:

Public Member Functions
	normal_distribution ()
T	operator() (const T &mean, const T &stddev) override
	normal_distribution ()
T	operator() (const T &mean, const T &stddev) override
Public Member Functions inherited from exprtk::ifunction< T >
	ifunction (const std::size_t &pc)
virtual	~ifunction ()
virtual T	operator() ()
virtual T	operator() (const T &)
virtual T	operator() (const T &, const T &, const T &)
virtual T	operator() (const T &, const T &, const T &, const T &)
virtual T	operator() (const T &, const T &, const T &, const T &, const T &)
virtual T	operator() (const T &, const T &, const T &, const T &, const T &, const T &)
virtual T	operator() (const T &, const T &, const T &, const T &, const T &, const T &, const T &)
virtual T	operator() (const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &)
virtual T	operator() (const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &)
virtual T	operator() (const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &)
virtual T	operator() (const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &)
virtual T	operator() (const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &)
virtual T	operator() (const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &)
virtual T	operator() (const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &)
virtual T	operator() (const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &)
virtual T	operator() (const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &)
virtual T	operator() (const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &)
virtual T	operator() (const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &)
virtual T	operator() (const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &)
virtual T	operator() (const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &, const T &)
Public Member Functions inherited from exprtk::function_traits
	function_traits ()
bool &	allow_zero_parameters ()
bool &	has_side_effects ()
std::size_t &	min_num_args ()
std::size_t &	max_num_args ()

Public Attributes
std::mt19937	generator
Public Attributes inherited from exprtk::ifunction< T >
std::size_t	param_count

Detailed Description

template<typename T>
struct normal_distribution< T >

Definition at line 30 of file exprtk_montecarlo_option_pricing_model.cpp.

Constructor & Destructor Documentation

normal_distribution() [1/2]

template<typename T >

normal_distribution< T >::normal_distribution ( )

inline

Definition at line 34 of file exprtk_montecarlo_option_pricing_model.cpp.

   : exprtk::ifunction<T>(2)
   {
      std::random_device device;
      std::array<unsigned int,std::mt19937::state_size> seed;
      std::generate_n(seed.data(), seed.size(), std::ref(device));
      std::seed_seq seq(std::begin(seed), std::end(seed));
      generator.seed(seq);
   }

References normal_distribution< T >::generator.

normal_distribution() [2/2]

template<typename T >

normal_distribution< T >::normal_distribution ( )

inline

Definition at line 34 of file exprtk_ornstein_uhlenbeck_process.cpp.

   : exprtk::ifunction<T>(2)
   {
      std::random_device device;
      std::array<unsigned int,std::mt19937::state_size> seed;
      std::generate_n(seed.data(), seed.size(), std::ref(device));
      std::seed_seq seq(std::begin(seed), std::end(seed));
      generator.seed(seq);
   }

References normal_distribution< T >::generator.

Member Function Documentation

operator()() [1/2]

template<typename T >

T normal_distribution< T >::operator() ( const T &  mean, const T &  stddev  )

inlineoverridevirtual

Reimplemented from exprtk::ifunction< T >.

Definition at line 44 of file exprtk_montecarlo_option_pricing_model.cpp.

   {
      std::normal_distribution<T> distribution{mean, stddev};
      return distribution(generator);
   }

References normal_distribution< T >::generator.

operator()() [2/2]

template<typename T >

T normal_distribution< T >::operator() ( const T &  mean, const T &  stddev  )

inlineoverridevirtual

Reimplemented from exprtk::ifunction< T >.

Definition at line 44 of file exprtk_ornstein_uhlenbeck_process.cpp.

   {
      std::normal_distribution<T> distribution{mean, stddev};
      return distribution(generator);
   }

References normal_distribution< T >::generator.

Member Data Documentation

generator

template<typename T >

std::mt19937 normal_distribution< T >::generator

Definition at line 50 of file exprtk_montecarlo_option_pricing_model.cpp.

Referenced by normal_distribution< T >::normal_distribution(), and normal_distribution< T >::operator()().

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The documentation for this struct was generated from the following files:

• exprtk/exprtk_montecarlo_option_pricing_model.cpp
• exprtk/exprtk_ornstein_uhlenbeck_process.cpp