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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2004 Ferdinando Ametrano
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#include <ql/math/randomnumbers/seedgenerator.hpp>
#include <ctime>
#if defined(BOOST_NO_STDC_NAMESPACE)
namespace std { using ::time; }
#endif
namespace QuantLib {
// we need to prevent rng from being default-initialized
SeedGenerator::SeedGenerator() : rng_(42UL) {
initialize();
}
void SeedGenerator::initialize() {
// firstSeed is chosen based on clock() and used for the first rng
unsigned long firstSeed = (unsigned long)(std::time(0));
MersenneTwisterUniformRng first(firstSeed);
// secondSeed is as random as it could be
// feel free to suggest improvements
unsigned long secondSeed = first.nextInt32();
MersenneTwisterUniformRng second(secondSeed);
// use the second rng to initialize the final one
unsigned long skip = second.nextInt32() % 1000;
std::vector<unsigned long> init(4);
init[0]=second.nextInt32();
init[1]=second.nextInt32();
init[2]=second.nextInt32();
init[3]=second.nextInt32();
rng_ = MersenneTwisterUniformRng(init);
for (unsigned long i=0; i<skip ; i++)
rng_.nextInt32();
}
unsigned long SeedGenerator::get() {
return rng_.nextInt32();
}
}
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