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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
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 {
/**
* Get the next sample vector of dimension n, where n is getDimension.
*
* An implementation has to be thread safe.
*
* @return The next sample vector of dimension n, where n is getDimension.
*/
double[] getNext();
/**
* Get the sample vector dimension.
*
* @return The sample vector dimension n.
*/
int getDimension();
}