Randomized low-discrepancy sequence. More...
#include <ql/math/randomnumbers/randomsequencegenerator.hpp>
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
Classes | |
class | RandomizedLDS< LDS, PRS > |
Randomized (random shift) low-discrepancy sequence. More... |
Randomized low-discrepancy sequence.