Please review MersenneTwisterUniformRng API
Bug #1209839 reported by
Richard Gomes
This bug affects 1 person
| Affects | Status | Importance | Assigned to | Milestone | |
|---|---|---|---|---|---|
| JQuantLib |
New
|
Medium
|
Unassigned | ||
Bug Description
There are several implementations of MersenneTwister RNG.
I've adapted a version from Mantissa package:
http://
I've basically added a couple of methods which are exposed by QL/C++ API.
I decided to keep everything else as it is at the moment.
There's a certain disparity between what QL/C++ defines and what JquantLib exposes at the moment.
This task consists on reviewing dependent classes and eventually make our API closer to QL/C++.
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