26#ifndef quantlib_sobol_ld_rsg_hpp
27#define quantlib_sobol_ld_rsg_hpp
127 unsigned long seed = 0,
129 bool useGrayCode =
true);
131 const std::vector<std::uint32_t>&
skipTo(std::uint32_t
n)
const;
Sobol low-discrepancy sequence generator.
const std::vector< std::uint32_t > & skipTo(std::uint32_t n) const
const std::vector< std::uint32_t > & nextInt32Sequence() const
const SobolRsg::sample_type & nextSequence() const
std::uint32_t sequenceCounter_
std::vector< std::vector< std::uint32_t > > directionIntegers_
const sample_type & lastSequence() const
std::vector< std::uint32_t > integerSequence_
Sample< std::vector< Real > > sample_type
std::size_t Size
size of a container
ext::shared_ptr< BlackVolTermStructure > v