/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2003 Ferdinando Ametrano

 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it

 under the terms of the QuantLib license.  You should have received a

 copy of the license along with this program; if not, please email

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <http://quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT

 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

 FOR A PARTICULAR PURPOSE.  See the license for more details.

*/

/*! \file haltonrsg.hpp

    \brief Halton low-discrepancy sequence generator

*/

#ifndef quantlib_halton_ld_rsg_h

#define quantlib_halton_ld_rsg_h

#include <ql/methods/montecarlo/sample.hpp>

#include <vector>

namespace QuantLib {

    //! Halton low-discrepancy sequence generator

    /*! Halton algorithm for low-discrepancy sequence.  For more

        details see chapter 8, paragraph 2 of "Monte Carlo Methods in

        Finance", by Peter Jäckel

        \test

        - the correctness of the returned values is tested by

          reproducing known good values.

        - the correctness of the returned values is tested by checking

          their discrepancy against known good values.

    */

    class HaltonRsg {

      public:

        typedef Sample<std::vector<Real> > sample_type;

        explicit HaltonRsg(Size dimensionality,

                           unsigned long seed = 0,

                           bool randomStart = true,

                           bool randomShift = false);

        const sample_type& nextSequence() const;

        const sample_type& lastSequence() const {

            return sequence_;

        }

        Size dimension() const {return dimensionality_;}

      private:

        Size dimensionality_;

        mutable unsigned long sequenceCounter_ = 0;

        mutable sample_type sequence_;

        std::vector<unsigned long> randomStart_;

        std::vector<Real>  randomShift_;

    };

}

#endif