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Sourcecode: quantlib version File versions

sobolrsg.hpp File Reference


Detailed Description

Sobol low-discrepancy sequence generator.

Definition in file sobolrsg.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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


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