Re: [Quantlib-dev] Question about Random Sequence

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

On Thu, 2007-09-20 at 05:36 -0500, Young Cho wrote:
> 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. 

Young,
	the MC engine is already using a Normal random sequence. The
PseudoRandom class specifies both the basic uniform generator and the
method to use for turning it into a normal generator (which by default
is the inverse-cumulative method---it is faster than Box-Muller and at
least as accurate.)

Luigi


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