Enum SobolBrownianGeneratorBaseOrdering
How a SobolBrownianGeneratorBase assigns the Sobol sequence's variates to the factors and steps.
public enum SobolBrownianGeneratorBaseOrdering
Fields
Diagonal = 2A diagonal schema assigns the variates with the best quality to the most important factors and the largest steps.
Factors = 0The variates with the best quality are used for the evolution of the first factor.
Steps = 1The variates with the best quality are used for the largest steps of all factors.