ql/RandomNumbers/sobolrsg.hpp File Reference


Detailed Description

Sobol low-discrepancy sequence generator.

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

Include dependency graph for sobolrsg.hpp:


Namespaces

namespace  QuantLib

Classes

class  SobolRsg
 Sobol low-discrepancy sequence generator. More...