QuantLib 0.3.6 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Deprecated Features

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 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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