Public Member Functions | List of all members
QuantLibAddin::LowDiscrepancySequenceGenerator< URSG > Class Template Reference

#include <qlo/randomsequencegenerator.hpp>

Inheritance diagram for QuantLibAddin::LowDiscrepancySequenceGenerator< URSG >:
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Collaboration diagram for QuantLibAddin::LowDiscrepancySequenceGenerator< URSG >:
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Public Member Functions

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

Additional Inherited Members

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

Constructor & Destructor Documentation

◆ LowDiscrepancySequenceGenerator()

template<class URSG >
QuantLibAddin::LowDiscrepancySequenceGenerator< URSG >::LowDiscrepancySequenceGenerator ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const URSG &  ursg,
bool  permanent 
)
inline

Member Function Documentation

◆ nextSequence()

template<class URSG >
virtual std::vector<double> QuantLibAddin::LowDiscrepancySequenceGenerator< URSG >::nextSequence ( ) const
inlinevirtual

Implements QuantLibAddin::RandomSequenceGenerator.

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