[Quantlib-dev] Problems with RamdomizedLDS and GenericLowDiscrepancy

[<hav...@el...>]

Hi,

I'm having problems compiling the following lines of code with 0.3.9.

      //typedef QuantLib::RamdomizedLDS<QuantLib::SobolRsg,
      //
QuantLib::RandomSequenceGenerator<MersenneTwisterUniformRng> > ranLDS;
      // Tried this before now it is copied into the below statement

      typedef
QuantLib::GenericLowDiscrepancy<QuantLib::RamdomizedLDS<QuantLib::SobolRsg,

QuantLib::RandomSequenceGenerator<MersenneTwisterUniformRng> >,

QuantLib::InverseCumulativeNormal>  GaussianRLDSCumulative;

      GaussianRLDSCumulative::rsg_type gaussQuasiSeqGen2 =

GaussianRLDSCumulative::make_sequence_generator(2*mTimeSteps,0);

My experience with c++ is limited but I have from time to time managed to
use QL. Previously I used the following line of code to do the same thing
with the sobol-generator (with success):

      QuantLib::LowDiscrepancy::rsg_type gaussQuasiSeqGen =

QuantLib::LowDiscrepancy::make_sequence_generator(2*mTimeSteps,0);

I dont quite see the difference when comparing the code above with the one
in rngtraits.hpp. Is it a bug or am I doing something wrong?

regards,
Haavard




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