sobolrsg.cpp File Reference

#include <ql/math/randomnumbers/sobolrsg.hpp>
#include <ql/math/randomnumbers/primitivepolynomials.hpp>
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
#include <ql/errors.hpp>
#include <algorithm>
#include <cmath>

Go to the source code of this file.

Namespaces
namespace	QuantLib

Macros
#define	N_ALT_MAX_DEGREE   8

Macro Definition Documentation

N_ALT_MAX_DEGREE

#define N_ALT_MAX_DEGREE   8

Definition at line 94 of file sobolrsg.cpp.