ql/RandomNumbers/haltonrsg.cpp File Reference


Detailed Description

Halton low-discrepancy sequence generator.

#include <ql/RandomNumbers/haltonrsg.hpp>
#include <ql/RandomNumbers/rngtypedefs.hpp>
#include <ql/Math/primenumbers.hpp>

Include dependency graph for haltonrsg.cpp:

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Namespaces

namespace  QuantLib
namespace  QuantLib::RandomNumbers

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