sobol.cpp File Reference

#include "quant/qmc/sobol.hpp"
#include <algorithm>
#include <array>
#include <cmath>
#include <limits>
#include <random>
#include <stdexcept>

Include dependency graph for sobol.cpp:

Namespaces
namespace	quant
	Barrier option primitives and configuration.
namespace	quant::qmc
	Brownian bridge mapping for quasi Monte Carlo Brownian paths.

Variable Documentation

a

unsigned a

dimension

std::size_t dimension

m

std::array<unsigned, 9> m

s

unsigned s