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haltonrsg.hpp File Reference


Detailed Description

Halton low-discrepancy sequence generator.

Definition in file haltonrsg.hpp.

#include <ql/methods/montecarlo/sample.hpp>
#include <vector>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::HaltonRsg
 Halton low-discrepancy sequence generator. More...


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