QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces
burley2020sobolrsg.hpp File Reference

scrambled Sobol sequence following Burley, 2020 More...

#include <ql/math/randomnumbers/sobolrsg.hpp>
#include <ql/shared_ptr.hpp>

Go to the source code of this file.

Classes

class  Burley2020SobolRsg
 Scrambled sobol sequence according to Burley, 2020. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

scrambled Sobol sequence following Burley, 2020

Definition in file burley2020sobolrsg.hpp.