Question about Random Sequence

Posted by cypanic on Sep 20, 2007; 11:36am
URL: http://quantlib.414.s1.nabble.com/Question-about-Random-Sequence-tp9797.html

Hi all,

I am a student researching with Quantlib.
Since I am a beginner, I'm working on an example, equityOption.cpp, which is posted Quantlib.org.

What I'm trying to do is switching a random sequence.
=======================================================
mcengine1 =
            MakeMCEuropeanEngine<PseudoRandom>().withSteps(timeSteps)
            .withSamples(1000).withSeed(mcSeed);
=======================================================
What this is using is PseudoRandom which is an Uniform Random sequence.
I would like to use Normal Random Sequence using the Box-Muller method already implemented in ql.

Unfortunately, I dont know how to change the sequence that I want to use.
What should I do ?
Anyone can help me out? I will be glad to hear any advice.

Thanks.

Young.

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