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QuantLib: Using Boost Random Number Generators

cogitolearning January 10, 2014 Code, Manuals, QuantLib, Tutorials boost, quantlib, random numbers

In the previous post on random number generators I introduced all the random number generators (RNGs) that are available in QuantLib. In most circumstances these generators will be sufficient. However, if you take a look at the boost/random package, you…
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  • QuantLib Manual

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