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...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Sobol low-discrepancy sequence generator.