Halton low-discrepancy sequence generator. More...
#include <ql/math/randomnumbers/haltonrsg.hpp>
| Public Types | |
| typedef Sample< std::vector< Real > > | 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 | 
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