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

Classes | |
class | SobolRsg |
Sobol low-discrepancy sequence generator. More... |
Detailed Description
Sobol low-discrepancy sequence generator.