Uniform Random Numbers generation using class template RandomSequenceGenerator<>

Posted by Amine Ifri on Jan 27, 2017; 11:23am
URL: http://quantlib.414.s1.nabble.com/Uniform-Random-Numbers-generation-using-class-template-RandomSequenceGenerator-tp18037.html

Hi all,

This is my first posting on the Quantlib Users forum.

I am currently working on a small random numbers generation framework for a simulation model, and using the class template RandomSequenceGenerator<> with the Mersenne Twister generator provided with QL.

I generate 30 scenarios per time point, along 80 time points or so. I noticed that the format of the numbers outputted on my std::out is set to some weird floating representations (e-294, etc…) and after a while the generator sets the numbers to 0.

Any help on this will be very much appreciated,

Thanks,
Amine


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