haltonrsg.hpp File Reference

Halton low-discrepancy sequence generator. More...

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

Classes

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

Namespaces

 QuantLib
 

Detailed Description

Halton low-discrepancy sequence generator.