Re: Problem with random seed

Posted by Ferdinando M. Ametrano-2 on May 15, 2003; 2:51am
URL: http://quantlib.414.s1.nabble.com/Problem-with-random-seed-tp10243p10247.html

Hi Enrico

>The Mersenne-Twister inventors released a mersenne-twister variant
>suitable for parallel montecarlo applications, anyway its code is GPL
>so, unfortunately, impossible to include in QL. I can't remember the
>authors' site URL (again, a google search should lead you there).
are you sure? I've just checked
http://www.math.keio.ac.jp/matumoto/emt.html and since april 2001 the code
of MT is licensed under BSD. Besides I miss the variant for parallel Monte
Carlo. Any direction is appreciated


------------
ciao -- Nando

PS this thread started here on quantlib-dev and it might be too late to
switch to quantlib-users. anyway whenever possible I would appreciate if
such discussion would happen on quantlib-users since i do trust a larger
audience could contribute useful suggestions. Let's keep quantlib-dev as
back-channel for discussion we don't want to be public, as confessing
ignorance or difficulties with stochastic calculus ;-)