Random number generators

Posted by Marco Marchioro-2 on Dec 15, 2000; 1:43pm
URL: http://quantlib.414.s1.nabble.com/QuantLib-goals-tp1610p1611.html

Howdy, Pards,
        in the on-going effort to have--as soon as possible--a Montecarlo engine,
I have just submitted a simple random number generator (RNG), namely
QuantLib::Math::RandomGenerator, which is going to be followed by others.
Actually, everyone is welcome to give his, more-or-less sophisticated, RNG
with the same interface as the one given.
Furthermore, two template classes, QuantLib::Math::BoxMuller and
QuantLib::Math::CLGaussian,
are added to transform a uniform deviate into a Gaussian.
As the policy goes, a python interface and a simple test program (written,
of course, in python), have been provided.

        best of my regards,
                        MarMar