Hi all,
Boost has a random number library too and I was wondering, why this has never
been considered and why own classes have been set up which were not based
on the boost library. I did some simple tests regarding speed: 30.000.000 RN
generations via boost and quantlib. Both with Mersenne Twister and Box-Mueller.
Boost: 32 seconds
QuantLib: 53 seconds
Might be because I'm calling the numbers with .next().value?
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