087a2f0d74
Move the pricing engine sources out of src/ into cpp/, add the closed-form engine and pybind wiring, and align tests/build targets with the new project layout. Made-with: Cursor
20 lines
370 B
C++
20 lines
370 B
C++
/**
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* @file RandomGenerator.cpp
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* @brief @ref MersenneTwister implementation.
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*/
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#include "RandomGenerator.hpp"
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double MersenneTwister::nextGaussian() {
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return distr_(generator_);
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}
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std::vector<double> MersenneTwister::nextGaussianVector(std::size_t n) {
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std::vector<double> v(n);
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for (auto& e : v) {
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e = nextGaussian();
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}
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return v;
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}
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