C++11(C++0X)标准通过了,剩下的工作就是各个compiler的厂商安排如何具体实现的进度了。
感觉C++加上强悍无比的各类library,如boost、quantlib等,确实有足够的生命力——虽然要搞熟练是很需要时间和精力的。不过想要在QF方面做实务,了解和学习C++还是比较有必要的。
http://en.cppreference.com/w/cpp/numeric/random这个网页有相对完整的介绍
Pseudo-random number generation
Engines and engine adaptors
linear_congruential_engine(C++11)
mersenne_twister_engine(C++11)
subtract_with_carry_engine(C++11)
discard_block_engine(C++11)
independent_bits_engine(C++11)
shuffle_order_engine(C++11)
Generators
minstd_rand0
minstd_rand
mt19937
mt19937_64
ranlux24_base
ranlux48_base
ranlux24
ranlux48
knuth_b
default_random_engine
random_device(C++11)
Distributions
uniform_int_distribution(C++11)
uniform_real_distribution(C++11)
generate_canonical(C++11)
bernoulli_distribution(C++11)
binomial_distribution(C++11)
negative_binomial_distribution(C++11)
geometric_distribution(C++11)
poisson_distribution(C++11)
exponential_distribution(C++11)
gamma_distribution(C++11)
weibull_distribution(C++11)
extreme_value_distribution(C++11)
normal_distribution(C++11)
lognormal_distribution(C++11)
chi_squared_distribution(C++11)
cauchy_distribution(C++11)
fisher_f_distribution(C++11)
student_t_distribution(C++11)
discrete_distribution(C++11)
piecewise_constant_distribution(C++11)
piecewise_linear_distribution(C++11)
Seed Sequences
seed_seq(C++11)
C library
rand
srand
RAND_MAX