#include <ql/math/randomnumbers/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 >
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
| typedef InverseCumulativeRsg<ursg_type,IC> 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 |
Definition at line 89 of file rngtraits.hpp.
Member Data Documentation
◆ icInstance
|
static |
Definition at line 95 of file rngtraits.hpp.