QuoteOriginally posted by: outrunQuoteOriginally posted by: MiloRambaldiI was looking at QuantLib's implementation and it is closely tied to the MT19937 (Mersenne Twister) generator. That's a design flaw, they should have used orthogonal concepts and reuse standard concepts, abstract away specifics as much as possible. Now they can only eat their own spaghetti food. It's an old project, it's alway easy to judge in retrospect but e.g. Efficient C++ by Scott Meyers has been around for ages. QuoteIt only uses 24-bits of the MT output to avoid some correlation issue.Do you know if these issues have been resolved in boost? I cannot find the post you once made here about ziggurat quality issues.The issue seems to be with MT, not with ziggarat. MT is standardised algorithm (with some constants) which should be *identical* across implementations, so boost can't 'fix' MT, nor ziggurat, the combination is apparently invalid? It would be interesting if you have some more info about that issue?To be fair, QuantLib's polar Box-Muller appears to be well-designed with appropriate orthogonality and abstraction. Perhaps there is some reason that their Ziggurat hard-codes MT. I plan to look into this further very soon.