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From: Young C. <cy...@gm...> - 2007-09-20 10:36:19
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Hi all, I am a student researching with Quantlib. Since I am a beginner, I'm working on an example, equityOption.cpp, which is posted Quantlib.org. What I'm trying to do is switching a random sequence. ======================================================= mcengine1 = MakeMCEuropeanEngine<PseudoRandom>().withSteps(timeSteps) .withSamples(1000).withSeed(mcSeed); ======================================================= What this is using is PseudoRandom which is an Uniform Random sequence. I would like to use Normal Random Sequence using the Box-Muller method already implemented in ql. Unfortunately, I dont know how to change the sequence that I want to use. What should I do ? Anyone can help me out? I will be glad to hear any advice. Thanks. Young. |