ql/RandomNumbers/randomizedlds.hpp File Reference
Detailed Description
Randomized low-discrepancy sequence.
#include <ql/RandomNumbers/randomsequencegenerator.hpp>
#include <ql/RandomNumbers/mt19937uniformrng.hpp>
Include dependency graph for randomizedlds.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | RandomizedLDS |
| Randomized (random shift) low-discrepancy sequence. More... | |