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randomizedlds.hpp
Langue: en
Version: 170489 (fedora - 06/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/math/randomnumbers/randomizedlds.hpp - Randomized low-discrepancy sequence.SYNOPSIS
#include <ql/math/randomnumbers/randomsequencegenerator.hpp>
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
Classes
class RandomizedLDS< LDS, PRS >
Randomized (random shift) low-discrepancy sequence.
Detailed Description
Randomized low-discrepancy sequence.
Author
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