Main Page   Namespace List   Class Hierarchy   Alphabetical List   Compound List   File List   Namespace Members   Compound Members   File Members  

QuasiMonteCarlo.h File Reference

Detailed Description

This file declares the basic interface to low discrepancy sequences and two implementations: Sobol and Niederreiter-Xing sequences. Dimension is limited to 300 in the case of the Sobol generator and 20 in the case of the Niederreiter-Xing generator. The Sobol generator can very easily be extended to unlimited dimensions.

Definition in file QuasiMonteCarlo.h.

#include "TypedefsMacros.h"
#include "Array.h"

Go to the source code of this file.


class  LowDiscrepancySequence
class  NX
class  Sobol

Generated on Mon Sep 22 02:16:32 2003 for Libor-Library by doxygen1.3-rc3