Module Math_utils.FastRandom

Random number generation optimized for financial simulations

type xorshift_state
val create_xorshift : int -> xorshift_state
val uniform_float : xorshift_state -> float
type normal_state
val create_normal_rng : int -> normal_state
val normal_sample : normal_state -> float
val monte_carlo_estimate : samples:int -> f:(float -> float) -> rng:xorshift_state -> float