sobolrsg.hpp File Reference

Sobol low-discrepancy sequence generator. More...

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

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Classes
class	SobolRsg
	Sobol low-discrepancy sequence generator. More...

Namespaces
namespace	QuantLib

Detailed Description

Sobol low-discrepancy sequence generator.

Definition in file sobolrsg.hpp.