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External module "ql/math/randomnumbers/sobolrsg"

Index

Variables

Const _bits

_bits: 32 = 32

8*sizeof(boost::uint_least32_t)

Const _normalizationFactor

_normalizationFactor: Real = -0.5 / (1 << (_bits - 1))

1/(2^bits_) (written as (1/2)/(2^(bits_-1)) to avoid long overflow)

Const maxAltDegree

maxAltDegree: 52 = 52

number of dimensions in the alternative primitive polynomials