Re: [Quantlib-dev] primitive polynomials of higher order

[Peter C. <pca...@gm...>]

I am looking at Galois

https://mhostetter.github.io/galois/latest/

which allows us to generate this data pretty easily.

I did some spot checks to confirm that the output is consistent with
the existing file in QuantLib.

I'll give it a try and see whether I can get the data in a finite time...

Best
Peter


On Fri, 5 Jul 2024 at 16:52, Peter Caspers <pca...@gm...> wrote:
>
> Hi,
>
> I would like to add primitive polynomials up to degree 27 to
> QuantLib's primitivepolynomials.cpp as provided "on the CD
> accompanying the book Monte Carlo Methods in Finance" by Peter Jäckel,
> see the comments in that file.
>
> My understanding is that polynomials with degree 19 and greater were
> omitted for practical reasons, but there is no copyright issue or
> anything like that with adding them? Also, it would probably be nice
> to save Peter Jäckel's works in the QuantLib code base.
>
> So anyway, I would hope that Peter is maybe on this list and could
> confirm that it is okay to extend the code? Or someone who has his
> contact details could forward this request to him?
>
> Thanks
> Peter