[Quantlib-dev] [ quantlib-Patches-3017364 ] Ziggurat Algorithm

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Patches item #3017364, was opened at 2010-06-16 19:06
Message generated for change (Tracker Item Submitted) made by renorm
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: renorm (renorm)
Assigned to: Nobody/Anonymous (nobody)
Summary: Ziggurat Algorithm

Initial Comment:
My implementation of Ziggurat algorithm to generate normal deviates + some changes to MersenneTwisterUniformRng and InverseCumulativeNormal.

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You can respond by visiting: 
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