Re: Uniform Random Numbers generation using class template RandomSequenceGenerator<>

Posted by Luigi Ballabio on Jan 27, 2017; 11:29am
URL: http://quantlib.414.s1.nabble.com/Uniform-Random-Numbers-generation-using-class-template-RandomSequenceGenerator-tp18037p18038.html

Hello Amine,
   may you post your code?

Luigi

On Fri, Jan 27, 2017, 14:01 Amine Ifri <[hidden email]> wrote:

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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