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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
/**
* Random number generators for samples of uniform distributed random variables and generators and transformation for other distriburtions.
*
* Classes in this package provide wrappers for random number generators from thirs party libraries (e.g. Mersenne-Twister from commons-math),
* native implementation of quasi random number gerantors (e.g. Halton sequence) and algorithm to sample other distributions
* (like the Acceptance-Rejection method).
*
* @author Christian Fries
*/
package net.finmath.randomnumbers;