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

Namespaces | |
namespace | QuantLib |
Classes | |
class | FaureRsg |
Faure low-discrepancy sequence generator. More... |