Create option pricing engine structure, test architecture.
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18
src/RandomGenerator.cpp
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18
src/RandomGenerator.cpp
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//
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// Created by David Doebel on 06.03.2026.
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//
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#include "RandomGenerator.hpp"
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double MersenneTwister::nextGaussian() {
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return distr_(generator_);
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}
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std::vector<double> MersenneTwister::nextGaussianVector(std::size_t n) {
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std::vector<double> v(n);
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for (auto& e : v) {
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e = nextGaussian();
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}
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return v;
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}
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