- QuantLib
- FaureRsg
 
Faure low-discrepancy sequence generator. More...
#include <ql/math/randomnumbers/faurersg.hpp>
| Public Types | |
| typedef Sample< std::vector < Real > > | sample_type | 
| Public Member Functions | |
| FaureRsg (Size dimensionality) | |
| const std::vector< long int > & | nextIntSequence () const | 
| const std::vector< long int > & | lastIntSequence () const | 
| const sample_type & | nextSequence () const | 
| const sample_type & | lastSequence () const | 
| Size | dimension () const | 
Faure low-discrepancy sequence generator.
It is based on existing Fortran and C algorithms to calculate pascal matrix and gray transforms.