Generating gamma distributed random variables

Posted by Grześ Andruszkiewicz on Feb 07, 2013; 1:52pm
URL: http://quantlib.414.s1.nabble.com/Generating-gamma-distributed-random-variables-tp14008.html

Hi,

Is the generation of gamma distributed random variables implemented in
QuantLib (e.g. the inverse cumulative function)? There is a
GammaDistribution class, but it might be only density...

 I can always use boost if the answer is negative.

Cheers,
Grzegorz

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