ql/RandomNumbers/sobolrsg.cpp File Reference


Detailed Description

Sobol low-discrepancy sequence generator.

#include <ql/RandomNumbers/sobolrsg.hpp>
#include <ql/RandomNumbers/primitivepolynomials.h>
#include <ql/RandomNumbers/mt19937uniformrng.hpp>
#include <ql/dataformatters.hpp>

Include dependency graph for sobolrsg.cpp:

Include dependency graph

Namespaces

namespace  QuantLib
namespace  QuantLib::RandomNumbers

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