QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Namespaces | Macros
sobolrsg.cpp File Reference
#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>

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Namespaces

namespace  QuantLib
 

Macros

#define N_ALT_MAX_DEGREE   8
 

Macro Definition Documentation

◆ N_ALT_MAX_DEGREE

#define N_ALT_MAX_DEGREE   8

Definition at line 94 of file sobolrsg.cpp.