Re: quasi random no's.

Posted by Peter Schmitteckert-2 on Mar 19, 2002; 8:40am
URL: http://quantlib.414.s1.nabble.com/quasi-random-no-s-tp1917p1921.html

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Dear Ferdinando,

On Tuesday 19 March 2002 16:08, Ferdinando Ametrano wrote:

> >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.html If 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.

Herewith I grant you to use my sobol sources under the QuanlibLicense
specified in http://quantlib.org/license.html. Please feel free to adjust the
copyright notice in the files.

> 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?

In case you're satisfied with some short abstract I could write something
after easter.

Best wishes,
Peter

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