Hi all,
I am a student researching with Quantlib.
Since I am a beginner, I'm working on an example, equityOption.cpp, which is posted Quantlib.org.
What I'm trying to do is switching a random sequence.
=======================================================
mcengine1 =
MakeMCEuropeanEngine<PseudoRandom>().withSteps(timeSteps)
.withSamples(1000).withSeed(mcSeed);
=======================================================
What this is using is PseudoRandom which is an Uniform Random sequence.
I would like to use Normal Random Sequence using the Box-Muller method already implemented in ql.
Unfortunately, I dont know how to change the sequence that I want to use.
What should I do ?
Anyone can help me out? I will be glad to hear any advice.
Thanks.
Young.
Locked
