ql/math/randomnumbers/sobolrsg.hpp File Reference
Detailed Description
Sobol low-discrepancy sequence generator.
#include <ql/methods/montecarlo/sample.hpp>
#include <vector>
Include dependency graph for sobolrsg.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | SobolRsg |
Sobol low-discrepancy sequence generator. More... |