burley2020sobolrsg.hpp File Reference

scrambled Sobol sequence following Burley, 2020 More...

#include <ql/math/randomnumbers/sobolrsg.hpp>
#include <ql/shared_ptr.hpp>

Go to the source code of this file.

Classes
class	Burley2020SobolRsg
	Scrambled sobol sequence according to Burley, 2020. More...

Namespaces
namespace	QuantLib

Detailed Description

scrambled Sobol sequence following Burley, 2020

Definition in file burley2020sobolrsg.hpp.