sobolrsg.hpp

Langue: en

Autres versions - même langue

Version: 375077 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/math/randomnumbers/sobolrsg.hpp -

Sobol low-discrepancy sequence generator.

SYNOPSIS


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

Classes


class SobolRsg
Sobol low-discrepancy sequence generator.

Detailed Description

Sobol low-discrepancy sequence generator.

Author

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