faurersg.hpp File Reference

Faure low-discrepancy sequence generator. More...

#include <ql/math/matrix.hpp>
#include <ql/methods/montecarlo/sample.hpp>
#include <vector>

Go to the source code of this file.

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

Namespaces
namespace	QuantLib

Detailed Description

Faure low-discrepancy sequence generator.

Definition in file faurersg.hpp.