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finmath lib is a Mathematical Finance Library in Java. It provides algorithms and methodologies related to mathematical finance.

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/**
 *
 */
package net.finmath.randomnumbers;

import java.io.Serializable;

/**
 * Interface for an n-dimensional random number generator
 * generating a sequence of vectors sampling the space [0,1]^{n}
 *
 * @author Christian Fries
 * @version 1.0
 */
public interface RandomNumberGenerator extends Serializable {

	double[] getNext();

	int getDimension();
}