Re: [Quantlib-dev] Ziggurat algorithm for normal deviates

[Kakhkhor A. <kab...@gm...>]

I implemented it from the scratch. No copyright problems, whatsoever.
It follows the recipe from Marsaglia and Tsang's paper, except the
sampling from the tail. My implementation uses the conditional
distribution to sample from the tail of normal density.

Regards,
Kakhkhor Abdijalilov.