QuantLib: ql/math/randomnumbers/faurersg.hpp File Reference

### A free/open-source library for quantitative finance

# ql/math/randomnumbers/faurersg.hpp File Reference

## Detailed Description

Faure low-discrepancy sequence generator.

`#include <ql/math/matrix.hpp>`
`#include <ql/methods/montecarlo/sample.hpp>`
`#include <vector>`

Include dependency graph for faurersg.hpp:

## Namespaces
namespace | QuantLib
## Classes
class | FaureRsg
| Faure low-discrepancy sequence generator. More...