QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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latticersg.hpp File Reference

lattice rule code for low discrepancy numbers More...

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

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Classes

class  LatticeRsg
 

Namespaces

namespace  QuantLib
 

Detailed Description

lattice rule code for low discrepancy numbers

Definition in file latticersg.hpp.