Posted by
Dimathematician on
URL: http://quantlib.414.s1.nabble.com/Why-not-boost-random-numbers-tp12868p12872.html
Thanks for the reply.
One of the points of mentioning this was, that I liked the consistent architecture of
the random number generators in boost. Although it isn't that flexible in terms of
possible generation methods, since for instance the normal variables are always
created by Box Mueller.
However, I hope I won't affend anyone by saying that I didn't like the architecture for random
numbers in QuantLib. Then again I'm of course free to propose an alternative, which I think
would be a lot of work since the current architecture is implemented everywhere. A closer
alignment to the existing boost classes in future projects would definitely would be a good
idea. Then we can concentrate on the quant finance classes and get the updated standard
boost classes with each new version.
Anyways, just a few thoughts
2009/6/8 Ferdinando Ametrano
<[hidden email]>
On Sun, Jun 7, 2009 at 8:09 PM, Dima<
[hidden email]> wrote:
> Boost has a random number library too and I was wondering, why this has
> never been considered and why own classes have been set up which were
> not based on the boost library.
concluded it was not an half-hour switch.
Beside it's not just matter of abandoning the QuantLib random number
framework, but also porting to the boost framework some generator
which is not available in boost (and which might remain in QuantLib or
could be contributed back to boost)
Anyway you're right that a further "boostification" of the QuantLib
library would be a plus. Not only random numbers, but also math and
stats come to my mind, and there's probably more
As usual any contribution in this direction would be welcome
ciao -- Nando
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