QuantLib 0.3.11 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

ql/RandomNumbers/sobolrsg.hpp File Reference Detailed Description Sobol low-discrepancy sequence generator. #include <ql/Math/array.hpp> #include <ql/MonteCarlo/sample.hpp> #include <vector> Include dependency graph for sobolrsg.hpp: Namespaces namespace   QuantLib Classes class   SobolRsg   Sobol low-discrepancy sequence generator. More...

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