Default Normal Random Number generator in MCEuropeanEngine

Posted by Raphael Young on
URL: http://quantlib.414.s1.nabble.com/Default-Normal-Random-Number-generator-in-MCEuropeanEngine-tp16667.html

Dear All,

What i want to do is to output the random number as well as the stock price on each path in each iteration by Monte Carlo European Engine in quantlib.

For now, I know that the default uniform random number generator in MCEuropeanEngine is MersenneTwisterUniformRng

And I have already output the uniform random number path as well as the stock price path successfully.

However, I have no idea about what default generator it use to transfer the uniform random number into normal random number in MCEuropeanEngine or other related Monte Carlo Engine?

Can anyone help me here?

Best,

Raphael

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