Rechercher une page de manuel
sobolrsg.hpp
Langue: en
Version: 154987 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/math/randomnumbers/sobolrsg.hpp - Sobol low-discrepancy sequence generator.SYNOPSIS
#include <ql/methods/montecarlo/sample.hpp>
#include <vector>
Classes
class SobolRsg
Sobol low-discrepancy sequence generator.
Detailed Description
Sobol low-discrepancy sequence generator.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre