![]() QuantLib 0.3.9Getting startedReference manual |
HaltonRsg Class Reference#include <ql/RandomNumbers/haltonrsg.hpp>
Detailed DescriptionHalton 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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