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Sourcecode: quantlib version File versions

randomizedlds.hpp File Reference


Detailed Description

Randomized low-discrepancy sequence.

Definition in file randomizedlds.hpp.

#include <ql/math/randomnumbers/randomsequencegenerator.hpp>
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>

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Namespaces

namespace  QuantLib

Classes

class  QuantLib::RandomizedLDS< LDS, PRS >
 Randomized (random shift) low-discrepancy sequence. More...


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