http://quantlib.414.s1.nabble.com/Re-Default-Normal-Random-Number-generator-in-MCEuropeanEngine-tp16676p16677.html
>
>
> Hi Raphael,
>
> To complete Peter's answer, it may be helpful to read:
>
>
http://www.implementingquantlib.com/2014/05/chapter-6-part-1-of-n-random-number.html>
> and:
>
>
http://cogitolearning.co.uk/?p=1316>
> Best
>
> Edouard
>
>
>
> ++++++++++++++++++
>
> 1. Default Normal Random Number generator in MCEuropeanEngine
>
> (Raphael Young)
> 2. Re: Default Normal Random Number generator in
> MCEuropeanEngine (Peter Caspers)
>
> 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
>
>
>
> From: Peter Caspers <
[hidden email]>
> Precedence: list
> MIME-Version: 1.0
> Cc: QuantLib users <
[hidden email]>
> To: Raphael Young <
[hidden email]>
> References:
> <CAHDPghD-MoRqw12rWUqdfw6=
[hidden email]>
> In-Reply-To:
> <CAHDPghD-MoRqw12rWUqdfw6=
[hidden email]>
> Date: Tue, 16 Jun 2015 12:51:56 +0200
> Message-ID:
> <
[hidden email]>
> Content-Type: text/plain; charset=UTF-8
> Subject: Re: [Quantlib-users] Default Normal Random Number generator in
> MCEuropeanEngine
> Message: 2
>
> Hi Raphael,
>
> by default it is InverseCumulativeNormal.
>
> best regards
> Peter
>
>
>
>
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