ql/math/randomnumbers/haltonrsg.hpp File Reference


Detailed Description

Halton low-discrepancy sequence generator.

#include <ql/methods/montecarlo/sample.hpp>
#include <vector>

Include dependency graph for haltonrsg.hpp:


Namespaces

namespace  QuantLib

Classes

class  HaltonRsg
 Halton low-discrepancy sequence generator. More...