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<title>QuantLib: HaltonRsg Class Reference</title>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_halton_rsg.html">HaltonRsg</a></div>
<h1>HaltonRsg Class Reference</h1><!-- doxytag: class="QuantLib::HaltonRsg" --><code>#include <ql/math/randomnumbers/haltonrsg.hpp></code>
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<a href="class_quant_lib_1_1_halton_rsg-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Halton low-discrepancy sequence generator.
<p>
Halton algorithm for low-discrepancy sequence. For more details see chapter 8, paragraph 2 of "Monte Carlo Methods in Finance", by Peter Jckel<p>
<dl compact><dt><b><a class="el" href="test.html#_test000044">Tests:</a></b></dt><dd><ul>
<li>the correctness of the returned values is tested by reproducing known good values.</li><li>the correctness of the returned values is tested by checking their discrepancy against known good values. </li></ul>
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<tr><td colspan="2"><br><h2>Public Types</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f3b59a3dd56521693efc68c221a2bf38"></a><!-- doxytag: member="QuantLib::HaltonRsg::sample_type" ref="f3b59a3dd56521693efc68c221a2bf38" args="" -->
typedef <a class="el" href="struct_quant_lib_1_1_sample.html">Sample</a>< std::vector<br>
< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > </td><td class="memItemRight" valign="bottom"><b>sample_type</b></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="197b5902a994dc7e037eb5bd22814af1"></a><!-- doxytag: member="QuantLib::HaltonRsg::HaltonRsg" ref="197b5902a994dc7e037eb5bd22814af1" args="(Size dimensionality, unsigned long seed=0, bool randomStart=true, bool randomShift=false)" -->
</td><td class="memItemRight" valign="bottom"><b>HaltonRsg</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> dimensionality, unsigned long seed=0, bool randomStart=true, bool randomShift=false)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="15b541124ea01ca45ea29f675c261246"></a><!-- doxytag: member="QuantLib::HaltonRsg::nextSequence" ref="15b541124ea01ca45ea29f675c261246" args="() const " -->
const <a class="el" href="struct_quant_lib_1_1_sample.html">sample_type</a> & </td><td class="memItemRight" valign="bottom"><b>nextSequence</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8d216498c4107b3bca19b47a929407fc"></a><!-- doxytag: member="QuantLib::HaltonRsg::lastSequence" ref="8d216498c4107b3bca19b47a929407fc" args="() const " -->
const <a class="el" href="struct_quant_lib_1_1_sample.html">sample_type</a> & </td><td class="memItemRight" valign="bottom"><b>lastSequence</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d089a89a18aa50ad2c64712cf5fb5e3d"></a><!-- doxytag: member="QuantLib::HaltonRsg::dimension" ref="d089a89a18aa50ad2c64712cf5fb5e3d" args="() const " -->
<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>dimension</b> () const </td></tr>
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