faurersg.hpp File Reference

Faure low-discrepancy sequence generator. More...

#include <ql/math/matrix.hpp>
#include <ql/methods/montecarlo/sample.hpp>
#include <vector>
Include dependency graph for faurersg.hpp:

Classes

class  FaureRsg
 Faure low-discrepancy sequence generator. More...
 

Namespaces

 QuantLib
 

Detailed Description

Faure low-discrepancy sequence generator.