MarcusRainbow / QuantMath

Financial maths library for risk-neutral pricing and risk
MIT License
371 stars 43 forks source link

Rand uses a new seed each time #8

Open MarcusRainbow opened 6 years ago

MarcusRainbow commented 6 years ago

Extremely inconvenient for pricing. When tracking down a bug, you want something that is reproducible. Moreover, if you are doing external scenarios, you want the same sequence to be used for all of them, otherwise you add a lot of unnecessary noise.