ql/RandomNumbers/faurersg.hpp File Reference


Detailed Description

Faure low-discrepancy sequence generator.

#include <ql/Math/matrix.hpp>
#include <ql/MonteCarlo/sample.hpp>
#include <vector>

Include dependency graph for faurersg.hpp:


Namespaces

namespace  QuantLib

Classes

class  FaureRsg
 Faure low-discrepancy sequence generator. More...

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