add clarifying comment

ql/math/randomnumbers/sobolrsg.hpp

@@ -114,7 +114,15 @@ namespace QuantLib {
             Unit, Jaeckel, SobolLevitan, SobolLevitanLemieux,
             JoeKuoD5, JoeKuoD6, JoeKuoD7,
             Kuo, Kuo2, Kuo3 };
-        /*! \pre dimensionality must be <= PPMT_MAX_DIM */
+        /*! The so called generating integer is chosen to be \f$\gamma(n) = n\f$ if useGrayCode is set to false and
+            \f$\gamma(n) = G(n)\f$ where \f$G(n)\f$ is the Gray code of \f$n\f$ otherwise. The Sobol integers are then
+            constructed using formula 8.20 resp. 8.23, see "Monte Carlo Methods in Finance" by Peter Jäckel. The default
+            is to use the Gray code since this allows a faster sequence generation. The Burley2020SobolRsg relies on an
+            underlying SobolRsg not using the Gray code on the other hand due to its specific way of constructing the
+            integer sequence.
+
+            \pre dimensionality must be <= PPMT_MAX_DIM
+         */
         explicit SobolRsg(Size dimensionality,
                           unsigned long seed = 0,
                           DirectionIntegers directionIntegers = Jaeckel,