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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Randomized low-discrepancy sequence. More...
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>#include <ql/math/randomnumbers/randomsequencegenerator.hpp>#include <utility>Go to the source code of this file.
Classes | |
| class | RandomizedLDS< LDS, PRS > |
| Randomized (random shift) low-discrepancy sequence. More... | |
Namespaces | |
| namespace | QuantLib |
Randomized low-discrepancy sequence.
Definition in file randomizedlds.hpp.