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... |