Re: [Quantlib-dev] Suggestion for sobol generator

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

On 2/6/06, Richard Gould <Ric...@ma...> wrote:
> I've been looking at using the Sobol number generator class in QuantLib f=
or running parallel monte-carlo simulations across many CPUs. I've modified=
 the constructor to take an extra argument to the constructor to skip ahead=
 in the sequence and thought you might want to consider adding this an exte=
nsion to the interface.

Richard,
    apologies for the delay---it's been a busy month, besides one
marked by flu. I finally got around to look at your code. I'll check
it in the next few days and add it to the repository (unfortunately,
it might not get into the upcoming 0.3.12 release, as the latter is
being finalized.)

Thanks,
    Luigi