QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <ql/math/randomnumbers/sobolrsg.hpp>
#include <ql/math/randomnumbers/primitivepolynomials.hpp>
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
#include <ql/errors.hpp>
#include <algorithm>
#include <cmath>
Go to the source code of this file.
Namespaces | |
namespace | QuantLib |
Macros | |
#define | N_ALT_MAX_DEGREE 8 |
#define N_ALT_MAX_DEGREE 8 |
Definition at line 94 of file sobolrsg.cpp.