It's best to use standard C++. ran1 is _ancient_I am trying to generate random gaussian numbers. Can you show me an example where ran1.h and gasdev is used?
Thanks. What book do you suggest to buy for modeling derivatives with C++?It's best to use standard C++. ran1 is _ancient_
Standard library header <random> - cppreference.com
I now take my leave. I hope some things are clear. Esp. regarding copy and paste.
You're welcome.Thanks. What book do you suggest to buy for modeling derivatives with C++?
IMO this would be an extremely worthwhile investment. After 16 week you will be reaching brown belt level. Helpful TAs as well!Ok, I may register for the Financial Engineering course.