HaltonRsg Class Reference#include <ql/RandomNumbers/haltonrsg.hpp>
List of all members.
Detailed Description
Halton low-discrepancy sequence generator.
Halton algorithm for low-discrepancy sequence. For more details see chapter 8, paragraph 2 of "Monte Carlo Methods in Finance", by Peter Jäckel
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Public Types |
typedef Sample< Array > | sample_type |
Public Member Functions |
| HaltonRsg (Size dimensionality, unsigned long seed=0, bool randomStart=true, bool randomShift=false) |
const sample_type & | nextSequence () const |
const sample_type & | lastSequence () const |
Size | dimension () const |
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