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faurersg.hpp
Langue: en
Version: 154307 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/math/randomnumbers/faurersg.hpp - Faure low-discrepancy sequence generator.SYNOPSIS
#include <ql/math/matrix.hpp>
#include <ql/methods/montecarlo/sample.hpp>
#include <vector>
Classes
class FaureRsg
Faure low-discrepancy sequence generator.
Detailed Description
Faure low-discrepancy sequence generator.
Author
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