Re: [Quantlib-dev] Problem with random seed

[<enr...@ri...>]

for ql-users subscribers: this is a follow-up to a discussion going on
on ql-dev... It could be of broader interest so nando suggested to
switch. here we go:

>>>>> "Nando" == Ferdinando Ametrano <fer...@am...> writes:

    Nando> 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).
    Nando> are you sure? I've just checked
    Nando> http://www.math.keio.ac.jp/matumoto/emt.html and since
    Nando> april 2001 the code of MT is licensed under BSD. Besides I
    Nando> miss the variant for parallel Monte Carlo. Any direction is
    Nando> appreciated

Yes, MT is BSD, but their dynamic creation code is LGPL. Please see
the content of the package at

http://www.math.h.kyoto-u.ac.jp/~matumoto/RAND/DC/dc.html

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

ok, this isn't related to stochastic calculus so i think i can
crosspost ;-)

ciao ciao
enrico

-- 
Enrico Sirola <enr...@ri...>
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