Sobol numbers in QuantlibXL

[Kirill Shemyakin]

Hi,

Is it possible to generate Sobol numbers in QuantlibXL? I have found a function 'qlSobolRsg' to generate a class object. How to generate numbers then?

Thanks.

Kirill

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[BP_QLibXL_User]

Kirill,

 

Example file attached should help give you an idea of how to use the rsg functions.

 

-Brian

 

 

 

From: Kirill Shemyakin [mailto:[hidden email]]
Sent: 10 July 2014 12:29
To: QuantLib users
Subject: [Quantlib-users] Sobol numbers in QuantlibXL

 

Hi,

 

Is it possible to generate Sobol numbers in QuantlibXL? I have found a function 'qlSobolRsg' to generate a class object. How to generate numbers then?

Thanks.

 

Kirill

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Open source business process management suite built on Java and Eclipse
Turn processes into business applications with Bonita BPM Community Edition
Quickly connect people, data, and systems into organized workflows
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http://p.sf.net/sfu/Bonitasoft
_______________________________________________
QuantLib-users mailing list
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