QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Randomized low-discrepancy sequence. More...
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
#include <ql/math/randomnumbers/randomsequencegenerator.hpp>
#include <utility>
Go to the source code of this file.
Classes | |
class | RandomizedLDS< LDS, PRS > |
Randomized (random shift) low-discrepancy sequence. More... | |
Namespaces | |
namespace | QuantLib |
Randomized low-discrepancy sequence.
Definition in file randomizedlds.hpp.