#include <algorithm>
#include <cstdint>
#include <limits>
#include "quant/math.hpp"

Include dependency graph for rng.hpp:

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Namespaces
namespace	quant
	Barrier option primitives and configuration.

namespace	quant::rng
	Deterministic random number generation utilities.

namespace	quant::rng::detail

Enumerations
enum class	quant::rng::Mode { quant::rng::Mt19937 , quant::rng::Counter }
	RNG mode selection: traditional PRNG or deterministic counter-based. More...

Functions
std::uint64_t	quant::rng::detail::hash_combine (std::uint64_t x, std::uint64_t y)

double	quant::rng::normal (std::uint64_t master_seed, std::uint64_t path_id, std::uint32_t step_id, std::uint32_t dim_id, std::uint32_t stream_id)
	Deterministic standard normal draw via inverse CDF transform.

std::uint64_t	quant::rng::detail::splitmix64 (std::uint64_t x)

double	quant::rng::detail::to_unit_interval (std::uint64_t bits)

double	quant::rng::uniform (std::uint64_t master_seed, std::uint64_t path_id, std::uint32_t step_id, std::uint32_t dim_id, std::uint32_t stream_id)
	Deterministic hash of RNG identifiers -> uniform (0,1)

Variables
constexpr std::uint64_t	quant::rng::detail::kMixConst1 = 0x9E3779B97F4A7C15ULL

constexpr std::uint64_t	quant::rng::detail::kMixConst2 = 0xBF58476D1CE4E5B9ULL

constexpr std::uint64_t	quant::rng::detail::kMixConst3 = 0x94D049BB133111EBULL

Namespaces

Enumerations