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sobolrsg.hpp File Reference

Sobol low-discrepancy sequence generator. More...

#include <ql/Math/array.hpp>
#include <ql/MonteCarlo/sample.hpp>
#include <vector>
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Classes

class  QuantLib::SobolRsg
 Sobol low-discrepancy sequence generator. More...

Detailed Description

Sobol low-discrepancy sequence generator.

Definition in file sobolrsg.hpp.


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