QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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scrambled Sobol sequence following Burley, 2020 More...
Go to the source code of this file.
Classes | |
class | Burley2020SobolRsg |
Scrambled sobol sequence according to Burley, 2020. More... | |
Namespaces | |
namespace | QuantLib |
scrambled Sobol sequence following Burley, 2020
Definition in file burley2020sobolrsg.hpp.