Re: [Quantlib-dev] Problem with random seed

[Ferdinando A. <fer...@am...>]

Hi Enrico

>The Mersenne-Twister inventors released a mersenne-twister variant
>suitable for parallel montecarlo applications, anyway its code is GPL
>so, unfortunately, impossible to include in QL. I can't remember the
>authors' site URL (again, a google search should lead you there).
are you sure? I've just checked 
http://www.math.keio.ac.jp/matumoto/emt.html and since april 2001 the code 
of MT is licensed under BSD. Besides I miss the variant for parallel Monte 
Carlo. Any direction is appreciated


------------
ciao -- Nando

PS this thread started here on quantlib-dev and it might be too late to 
switch to quantlib-users. anyway whenever possible I would appreciate if 
such discussion would happen on quantlib-users since i do trust a larger 
audience could contribute useful suggestions. Let's keep quantlib-dev as 
back-channel for discussion we don't want to be public, as confessing 
ignorance or difficulties with stochastic calculus ;-)