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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <latticersg.hpp>
Collaboration diagram for LatticeRsg:Public Types | |
| typedef Sample< std::vector< Real > > | sample_type |
Public Member Functions | |
| LatticeRsg (Size dimensionality, std::vector< Real > z, Size N) | |
| void | skipTo (unsigned long n) |
| const LatticeRsg::sample_type & | nextSequence () |
| Size | dimension () const |
| const sample_type & | lastSequence () const |
Private Attributes | |
| Size | dimensionality_ |
| Size | N_ |
| Size | i_ = 0 |
| std::vector< Real > | z_ |
| sample_type | sequence_ |
Definition at line 33 of file latticersg.hpp.
| typedef Sample<std::vector<Real> > sample_type |
Definition at line 36 of file latticersg.hpp.
| LatticeRsg | ( | Size | dimensionality, |
| std::vector< Real > | z, | ||
| Size | N | ||
| ) |
Definition at line 28 of file latticersg.cpp.
| void skipTo | ( | unsigned long | n | ) |
skip to the n-th sample in the low-discrepancy sequence
Definition at line 32 of file latticersg.cpp.
| const LatticeRsg::sample_type & nextSequence | ( | ) |
Definition at line 37 of file latticersg.cpp.
| Size dimension | ( | ) | const |
Definition at line 41 of file latticersg.hpp.
| const sample_type & lastSequence | ( | ) | const |
Definition at line 42 of file latticersg.hpp.
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private |
Definition at line 45 of file latticersg.hpp.
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private |
Definition at line 46 of file latticersg.hpp.
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private |
Definition at line 47 of file latticersg.hpp.
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private |
Definition at line 48 of file latticersg.hpp.
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private |
Definition at line 50 of file latticersg.hpp.