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quantlib.js
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Globals
"ql/math/randomnumbers/rngtraits"
LowDiscrepancy
Class LowDiscrepancy
Hierarchy
GenericLowDiscrepancy
LowDiscrepancy
Index
Type aliases
ic
rng_
type
rsg_
type
urng_
type
ursg_
type
Constructors
constructor
Properties
IC
URSG
allows
Error
Estimate
allows
Error
Estimate
Methods
make_
sequence_
generator
Type aliases
Static
ic
ic
:
InverseCumulativeNormal
Static
rng_
type
rng_
type
:
InverseCumulativeRng
Static
rsg_
type
rsg_
type
:
InverseCumulativeRsg
Static
urng_
type
urng_
type
:
RNG
<
Real
>
Static
ursg_
type
ursg_
type
:
SobolRsg
Constructors
constructor
new
Low
Discrepancy
(
)
:
LowDiscrepancy
Returns
LowDiscrepancy
Properties
IC
IC
:
UnaryFunction
<
Real
,
Real
>
URSG
URSG
:
USG
<
Real
[]
>
allows
Error
Estimate
allows
Error
Estimate
:
boolean
= false
Static
allows
Error
Estimate
allows
Error
Estimate
:
false
= false
Methods
make_
sequence_
generator
make_
sequence_
generator
(
dimension
:
Size
, seed
:
BigNatural
)
:
InverseCumulativeRsg
Parameters
dimension:
Size
seed:
BigNatural
Returns
InverseCumulativeRsg
Globals
"ql/math/randomnumbers/rngtraits"
Generic
Low
Discrepancy
Generic
Pseudo
Random
Low
Discrepancy
ic
rng_
type
rsg_
type
urng_
type
ursg_
type
constructor
IC
URSG
allows
Error
Estimate
allows
Error
Estimate
make_
sequence_
generator
Poisson
Pseudo
Random
Pseudo
Random
RNG
USG
RNGTraits