RE: [Quantlib-dev] Problem with random seed

[Luigi B. <lui...@fa...>]

At 12:21 AM 5/15/03 +0200, Jens Thiel wrote:
>Some quick ideas here:
>
>- use high-resolution performance counters (QueryPerformanceCounter)
>- use GUIDs (eg. CoCreateGuid) to get some 128 unique bits
>- use a master RNG to deliver seeds (use a different alg. here)
>- get a seed only once, and reseed with (++seed)

Another quick one:

- Use a global RNG, instead of creating one each time you call MonteCarloPath.
   Write another function to reinitialize it with a given seed if one wants to
   do so.

This would also make your simulations more akin to what's usually 
done---i.e., create a RNG, and make paths by using successive draws from 
that one RNG. I don't think there's many people around reinitializing the 
generator for each path.

Bye,
         Luigi