ql/math/randomnumbers/randomizedlds.hpp File Reference


Detailed Description

Randomized low-discrepancy sequence.

#include <ql/math/randomnumbers/randomsequencegenerator.hpp>
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>

Include dependency graph for randomizedlds.hpp:


Namespaces

namespace  QuantLib

Classes

class  RandomizedLDS
 Randomized (random shift) low-discrepancy sequence. More...