Serving the Quantitative Finance Community

 
User avatar
Cuchulainn
Topic Author
Posts: 20255
Joined: July 16th, 2004, 7:38 am
Location: 20, 000

Re: Using Quantlib

December 29th, 2017, 11:35 am

What?? That's a crazy argument!

Static const table??
Yep! Boost Ziggurat uses static arrays! I think you have some reading up to do. Google the article by Efraim Shmerling.

And it's in Boost Random library source.. it's got 2 const static arrays, check it out.
 
User avatar
outrun
Posts: 4573
Joined: January 1st, 1970, 12:00 am

Re: Using Quantlib

December 29th, 2017, 12:05 pm

What?? That's a crazy argument!

Static const table??
Yep! Boost Ziggurat uses static arrays! I think you have some reading up to do. Google the article by Efraim Shmerling.

And it's in Boost Random library source.. it's got 2 const static arrays, check it out.
Yes I know, that was my point. So, the problem you mentioned ("However, ziggurat algorithm requires generation of tables at the preliminary setup stage which is time-expensive. ") was the time it took to compute the static arrays while coding it up? Tsk.