Random Numbers

Posted by animesh on Sep 16, 2010; 7:49am
URL: http://quantlib.414.s1.nabble.com/Random-Numbers-tp591.html

  What is the method used for Random number generation in QuantLib for
Monte Carlo Simulations (for instance Heston Model)?
Is it Mersene Twister or something else?

--
Regards,
Animesh Saxena

(http://quantanalysis.wordpress.com)
Ph: ([phone]


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