QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Types | Static Public Member Functions | Static Public Attributes | List of all members
GenericLowDiscrepancy< URSG, IC > Struct Template Reference

#include <rngtraits.hpp>

+ Collaboration diagram for GenericLowDiscrepancy< URSG, IC >:

Public Types

enum  { allowsErrorEstimate = 0 }
 
typedef URSG ursg_type
 
typedef InverseCumulativeRsg< ursg_type, IC > rsg_type
 

Static Public Member Functions

static rsg_type make_sequence_generator (Size dimension, BigNatural seed)
 

Static Public Attributes

static ext::shared_ptr< IC > icInstance
 

Detailed Description

template<class URSG, class IC>
struct QuantLib::GenericLowDiscrepancy< URSG, IC >

Definition at line 82 of file rngtraits.hpp.

Member Typedef Documentation

◆ ursg_type

typedef URSG ursg_type

Definition at line 84 of file rngtraits.hpp.

◆ rsg_type

Definition at line 85 of file rngtraits.hpp.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum
Enumerator
allowsErrorEstimate 

Definition at line 87 of file rngtraits.hpp.

Member Function Documentation

◆ make_sequence_generator()

static rsg_type make_sequence_generator ( Size  dimension,
BigNatural  seed 
)
static

Definition at line 89 of file rngtraits.hpp.

Member Data Documentation

◆ icInstance

ext::shared_ptr< IC > icInstance
static

Definition at line 95 of file rngtraits.hpp.