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quantlib.js
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Globals
"ql/math/randomnumbers/rngtraits"
USG
Interface USG<T>
uniform sequence generator
Type parameters
T
Hierarchy
USG
Implemented by
FaureRsg
HaltonRsg
InverseCumulativeRsg
RandomSequenceGenerator
SobolRsg
Index
Methods
dimension
init
last
Sequence
next
Sequence
Methods
dimension
dimension
(
)
:
Size
Returns
Size
Optional
init
init
(
dimensionality
:
Size
, seed
?:
BigNatural
)
:
USG
<
T
>
Parameters
dimensionality:
Size
Optional
seed:
BigNatural
Returns
USG
<
T
>
last
Sequence
last
Sequence
(
)
:
Sample
<
T
>
Returns
Sample
<
T
>
next
Sequence
next
Sequence
(
)
:
Sample
<
T
>
Returns
Sample
<
T
>
Globals
"ql/math/randomnumbers/rngtraits"
Generic
Low
Discrepancy
Generic
Pseudo
Random
Low
Discrepancy
Poisson
Pseudo
Random
Pseudo
Random
RNG
USG
dimension
init
last
Sequence
next
Sequence
RNGTraits
uniform sequence generator