QuantLibAddin::HaltonRsg Class Reference

#include <qlo/randomsequencegenerator.hpp>

Inheritance diagram for QuantLibAddin::HaltonRsg:
Collaboration diagram for QuantLibAddin::HaltonRsg:

Public Types

typedef QuantLib::HaltonRsg rsg_type
 

Public Member Functions

 HaltonRsg (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, long dimension, long seed, bool permanent)
 
- Public Member Functions inherited from QuantLibAddin::LowDiscrepancySequenceGenerator< QuantLib::HaltonRsg >
 LowDiscrepancySequenceGenerator (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::HaltonRsg &ursg, bool permanent)
 
virtual std::vector< double > nextSequence () const
 
- Public Member Functions inherited from QuantLibAddin::RandomSequenceGenerator
std::vector< std::vector< double > > variates (long samples)
 
virtual std::vector< double > nextSequence () const =0
 

Additional Inherited Members

- Protected Member Functions inherited from QuantLibAddin::RandomSequenceGenerator
 OH_OBJ_CTOR (RandomSequenceGenerator, ObjectHandler::Object)
 

Member Typedef Documentation

◆ rsg_type

typedef QuantLib::HaltonRsg QuantLibAddin::HaltonRsg::rsg_type

Constructor & Destructor Documentation

◆ HaltonRsg()

QuantLibAddin::HaltonRsg::HaltonRsg ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
long  dimension,
long  seed,
bool  permanent 
)

The documentation for this class was generated from the following file: