QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Types | Public Member Functions | Private Attributes | List of all members
LatticeRsg Class Reference

#include <latticersg.hpp>

+ Collaboration diagram for LatticeRsg:

Public Types

typedef Sample< std::vector< Real > > sample_type
 

Public Member Functions

 LatticeRsg (Size dimensionality, std::vector< Real > z, Size N)
 
void skipTo (unsigned long n)
 
const LatticeRsg::sample_typenextSequence ()
 
Size dimension () const
 
const sample_typelastSequence () const
 

Private Attributes

Size dimensionality_
 
Size N_
 
Size i_ = 0
 
std::vector< Realz_
 
sample_type sequence_
 

Detailed Description

Definition at line 33 of file latticersg.hpp.

Member Typedef Documentation

◆ sample_type

typedef Sample<std::vector<Real> > sample_type

Definition at line 36 of file latticersg.hpp.

Constructor & Destructor Documentation

◆ LatticeRsg()

LatticeRsg ( Size  dimensionality,
std::vector< Real z,
Size  N 
)

Definition at line 28 of file latticersg.cpp.

Member Function Documentation

◆ skipTo()

void skipTo ( unsigned long  n)

skip to the n-th sample in the low-discrepancy sequence

Definition at line 32 of file latticersg.cpp.

◆ nextSequence()

const LatticeRsg::sample_type & nextSequence ( )

Definition at line 37 of file latticersg.cpp.

◆ dimension()

Size dimension ( ) const

Definition at line 41 of file latticersg.hpp.

◆ lastSequence()

const sample_type & lastSequence ( ) const

Definition at line 42 of file latticersg.hpp.

Member Data Documentation

◆ dimensionality_

Size dimensionality_
private

Definition at line 45 of file latticersg.hpp.

◆ N_

Size N_
private

Definition at line 46 of file latticersg.hpp.

◆ i_

Size i_ = 0
private

Definition at line 47 of file latticersg.hpp.

◆ z_

std::vector<Real> z_
private

Definition at line 48 of file latticersg.hpp.

◆ sequence_

sample_type sequence_
private

Definition at line 50 of file latticersg.hpp.