ql/RandomNumbers/haltonrsg.hpp File Reference
Detailed Description
Halton low-discrepancy sequence generator.
#include <ql/Math/array.hpp>
#include <ql/MonteCarlo/sample.hpp>
#include <vector>
Include dependency graph for haltonrsg.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | HaltonRsg |
Halton low-discrepancy sequence generator. More... |