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

/*

 Copyright (C) 2007 Mark Joshi

 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 latticersg.hpp

    \brief lattice rule code for low discrepancy numbers

*/

#ifndef quantlib_lattice_rsg_hpp

#define quantlib_lattice_rsg_hpp

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

#include <vector>

namespace QuantLib {

    class LatticeRsg 

    {

      public:

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

        LatticeRsg(Size dimensionality, std::vector<Real> z, Size N);

        /*! skip to the n-th sample in the low-discrepancy sequence */

        void skipTo(unsigned long n);

        const LatticeRsg::sample_type& nextSequence();     

        Size dimension() const { return dimensionality_; }

        const sample_type& lastSequence() const { return sequence_; }

      private:

        Size dimensionality_;

        Size N_;

        Size i_ = 0;

        std::vector<Real> z_;

        sample_type sequence_;

    };

}

#endif