Posted by
Pfrang, Christian on
URL: http://quantlib.414.s1.nabble.com/Why-not-boost-random-numbers-tp12868p12874.html
Hi all,
I was asked by Nando to state my interest in participating in the 'boostification' of quant lib on the mailing list to restart that discussion in the open.
I would need some guidance as to where one could get started and Dima already had a few ideas.
Best,
Christian
-----Original Message-----
From: Dima [mailto:
[hidden email]]
Sent: Sun 6/7/2009 2:09 PM
To: QuantLib developers
Subject: [Quantlib-dev] Why not boost random numbers?
Hi all,
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. I did some simple tests regarding speed: 30.000.000 RN
generations via boost and quantlib. Both with Mersenne Twister and
Box-Mueller.
Boost: 32 seconds
QuantLib: 53 seconds
Might be because I'm calling the numbers with .next().value?
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