Re: quasi random no's.
Posted by
Ferdinando M. Ametrano-2 on
Mar 19, 2002; 7:09am
URL: http://quantlib.414.s1.nabble.com/quasi-random-no-s-tp1917p1920.html
>in case you're satisfied with 40 dimensions, take a look as my
>homepage:
>
http://www.schmitteckert.com/LinuxMagazin/Sobol/>
>there is a Sobol.tar.gz wich include sources for up to 40 dimensional Sobol
>sequences. For those who understand german, there is a small article
>in a last year "Linux Magazin" by myself.
>
>If you want to include this to Quantlib I would change the license to
>whatever fits to QuantLib.
Thank you Peter. I would like to include it in QuantLib: the QuantLib
license is a BSD modified license, please see
http://quantlib.org/license.htmlIf the license it's OK for you tere are no problems. BTW you will maintain
the copyright and so will be listed along with the others QuantLib
copyright holders.
Would you mind proving english comments and maybe also an english summary
of the Linux Magazine article that I can include in the QuantLib documentation?