External module "ql/experimental/math/zigguratrng"
Variables
Const f_
f_
: Real[] = [1.000000000000000E+000, 9.635996931557717E-001, 9.362826817083744E-001,9.130436479920410E-001, 8.922816508023054E-001, 8.732430489268560E-001,8.555006078850665E-001, 8.387836053106493E-001, 8.229072113952640E-001,8.077382946961230E-001, 7.931770117838610E-001, 7.791460859417049E-001,7.655841739092376E-001, 7.524415591857053E-001, 7.396772436833397E-001,7.272569183545073E-001, 7.151515074204785E-001, 7.033360990258188E-001,6.917891434460373E-001, 6.804918410064157E-001, 6.694276673577075E-001,6.585820000586550E-001, 6.479418211185520E-001, 6.374954773431460E-001,6.272324852578157E-001, 6.171433708265636E-001, 6.072195366326060E-001,5.974531509518134E-001, 5.878370544418217E-001, 5.783646811267034E-001,5.690299910747226E-001, 5.598274127106959E-001, 5.507517931210564E-001,5.417983550317252E-001, 5.329626593899887E-001, 5.242405726789938E-001,5.156282382498731E-001, 5.071220510813057E-001, 4.987186354765854E-001,4.904148252893227E-001, 4.822076463348397E-001, 4.740943006982505E-001,4.660721526945719E-001, 4.581387162728729E-001, 4.502916436869279E-001,4.425287152802475E-001, 4.348478302546628E-001, 4.272469983095633E-001,4.197243320540391E-001, 4.122780401070255E-001, 4.049064208114891E-001,3.976078564980433E-001, 3.903808082413902E-001, 3.832238110598844E-001,3.761354695144552E-001, 3.691144536682758E-001, 3.621594953730338E-001,3.552693848515477E-001, 3.484429675498729E-001, 3.416791412350141E-001,3.349768533169716E-001, 3.283350983761528E-001, 3.217529158792090E-001,3.152293880681579E-001, 3.087636380092523E-001, 3.023548277894802E-001,2.960021568498564E-001, 2.897048604458110E-001, 2.834622082260129E-001,2.772735029218981E-001, 2.711380791410257E-001, 2.650553022581624E-001,2.590245673987112E-001, 2.530452985097663E-001, 2.471169475146971E-001,2.412389935477517E-001, 2.354109422657280E-001, 2.296323252343031E-001,2.239026993871343E-001, 2.182216465563709E-001, 2.125887730737364E-001,2.070037094418741E-001, 2.014661100762035E-001, 1.959756531181106E-001,1.905320403209139E-001, 1.851349970107136E-001, 1.797842721249623E-001,1.744796383324025E-001, 1.692208922389250E-001, 1.640078546849280E-001,1.588403711409353E-001, 1.537183122095867E-001, 1.486415742436971E-001,1.436100800919331E-001, 1.386237799858510E-001, 1.336826525846477E-001,1.287867061971040E-001, 1.239359802039816E-001, 1.191305467087186E-001,1.143705124498883E-001, 1.096560210158178E-001, 1.049872554103546E-001,1.003644410295456E-001, 9.578784912257826E-002, 9.125780082763474E-002,8.677467189554304E-002, 8.233889824295743E-002, 7.795098251465470E-002,7.361150188475492E-002, 6.932111739418027E-002, 6.508058521363191E-002,6.089077034856640E-002, 5.675266348153862E-002, 5.266740190350321E-002,4.863629586028410E-002, 4.466086220087247E-002, 4.074286807479065E-002,3.688438878696881E-002, 3.308788614650520E-002, 2.935631744025387E-002,2.569329193614964E-002, 2.210330461611161E-002, 1.859210273716583E-002,1.516729801067205E-002, 1.183947865798232E-002, 8.624484412930473E-003,5.548995220816476E-003, 2.669629083902507E-003]Const k_
k_
: Size[] = [15555141, 0, 12590647, 14272656, 14988942, 15384587, 15635012,15807564, 15933580, 16029597, 16105158, 16166150, 16216402, 16258511,16294298, 16325081, 16351834, 16375294, 16396029, 16414482, 16431005,16445883, 16459346, 16471581, 16482747, 16492974, 16502372, 16511034,16519042, 16526462, 16533356, 16539772, 16545758, 16551351, 16556587,16561496, 16566104, 16570437, 16574515, 16578357, 16581980, 16585401,16588633, 16591688, 16594579, 16597314, 16599905, 16602358, 16604682,16606885, 16608972, 16610949, 16612822, 16614597, 16616276, 16617865,16619367, 16620786, 16622125, 16623387, 16624575, 16625690, 16626735,16627713, 16628624, 16629470, 16630253, 16630974, 16631634, 16632233,16632773, 16633254, 16633677, 16634041, 16634346, 16634593, 16634781,16634910, 16634979, 16634987, 16634934, 16634817, 16634637, 16634390,16634075, 16633689, 16633231, 16632698, 16632085, 16631390, 16630609,16629737, 16628768, 16627698, 16626520, 16625226, 16623808, 16622257,16620563, 16618714, 16616696, 16614494, 16612091, 16609465, 16606593,16603449, 16599999, 16596206, 16592025, 16587402, 16582273, 16576559,16570163, 16562965, 16554812, 16545511, 16534809, 16522368, 16507733,16490265, 16469045, 16442690, 16409026, 16364394, 16302111, 16208408,16049219, 15707338]Const p_
p_
: Real = 0.0002880541027242713Const q_
Const w_
w_
: Real[] = [2.213171867573477E-007, 1.623158840564778E-008, 2.162882274558596E-008,2.542424120326624E-008, 2.845751269184242E-008, 3.103351823837397E-008,3.330064883086164E-008, 3.534334554922425E-008, 3.721467240506913E-008,3.895036212891571E-008, 4.057573787247544E-008, 4.210946627340346E-008,4.356574479471913E-008, 4.495565083232566E-008, 4.628801273561392E-008,4.756999377168848E-008, 4.880749623079987E-008, 5.000544871575862E-008,5.116801519263080E-008, 5.229875022755345E-008, 5.340071633852936E-008,5.447657412343023E-008, 5.552865246542405E-008, 5.655900391923845E-008,5.756944891143612E-008, 5.856161138431779E-008, 5.953694781545649E-008,6.049677105184184E-008, 6.144227004387700E-008, 6.237452630714050E-008,6.329452775023089E-008, 6.420318036567782E-008, 6.510131817439508E-008,6.598971173307500E-008, 6.686907545162751E-008, 6.774007391947947E-008,6.860332740181531E-008, 6.945941663712532E-008, 7.030888704386109E-008,7.115225242518010E-008, 7.198999824564194E-008, 7.282258454149729E-008,7.365044851627824E-008, 7.447400686528278E-008, 7.529365786588351E-008,7.610978326509584E-008, 7.692274999129007E-008, 7.773291171314836E-008,7.854061026581177E-008, 7.934617696152180E-008, 8.014993379984568E-008,8.095219459071287E-008, 8.175326600192373E-008, 8.255344854147119E-008,8.335303748390705E-008, 8.415232374905104E-008, 8.495159474056128E-008,8.575113515123489E-008, 8.655122774137352E-008, 8.735215409611426E-008,8.815419536728245E-008, 8.895763300505963E-008, 8.976274948457178E-008,9.056982903238356E-008, 9.137915835783214E-008, 9.219102739414587E-008,9.300573005436895E-008, 9.382356500725440E-008, 9.464483647849558E-008,9.546985508294559E-008, 9.629893869382930E-008, 9.713241335539087E-008,9.797061424595009E-008, 9.881388669897357E-008, 9.966258729051657E-008,1.005170850022725E-007, 1.013777624705017E-007, 1.022450173323223E-007,1.031192636822607E-007, 1.040009336536155E-007, 1.048904791411299E-007,1.057883736837368E-007, 1.066951145288121E-007, 1.076112249025135E-007,1.085372565144899E-007, 1.094737923296323E-007, 1.104214496447496E-007,1.113808835142578E-007, 1.123527905763905E-007, 1.133379133403490E-007,1.143370450055439E-007, 1.153510348970830E-007, 1.163807946174674E-007,1.174273050337859E-007, 1.184916242434419E-007, 1.195748966907839E-007,1.206783636434635E-007, 1.218033752829236E-007, 1.229514047207811E-007,1.241240643255547E-007, 1.253231248369812E-007, 1.265505378645533E-007,1.278084625218070E-007, 1.290992971506620E-007, 1.304257173581136E-007,1.317907219454484E-007, 1.331976887933646E-007, 1.346504434266883E-007,1.361533438964878E-007, 1.377113869008423E-007, 1.393303418955523E-007,1.410169225999109E-007, 1.427790092234294E-007, 1.446259406525023E-007,1.465689049606532E-007, 1.486214710528821E-007, 1.508003278008381E-007,1.531263366890930E-007, 1.556260733859904E-007, 1.583341605221148E-007,1.612969382476045E-007, 1.645785196056458E-007, 1.682713836756925E-007,1.725163463961286E-007, 1.775441320326934E-007, 1.837747608550914E-007,1.921108355867039E-007, 2.051961336074264E-007]