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sobolrsg.hpp
Langue: en
Version: 375077 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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