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... |