Coverage Report

Created: 2025-08-05 06:45

/src/quantlib/ql/math/randomnumbers/seedgenerator.cpp
Line
Count
Source (jump to first uncovered line)
1
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3
/*
4
 Copyright (C) 2004 Ferdinando Ametrano
5
6
 This file is part of QuantLib, a free-software/open-source library
7
 for financial quantitative analysts and developers - http://quantlib.org/
8
9
 QuantLib is free software: you can redistribute it and/or modify it
10
 under the terms of the QuantLib license.  You should have received a
11
 copy of the license along with this program; if not, please email
12
 <quantlib-dev@lists.sf.net>. The license is also available online at
13
 <http://quantlib.org/license.shtml>.
14
15
 This program is distributed in the hope that it will be useful, but WITHOUT
16
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17
 FOR A PARTICULAR PURPOSE.  See the license for more details.
18
*/
19
20
#include <ql/math/randomnumbers/seedgenerator.hpp>
21
#include <ctime>
22
#if defined(BOOST_NO_STDC_NAMESPACE)
23
    namespace std { using ::time; }
24
#endif
25
26
namespace QuantLib {
27
28
    // we need to prevent rng from being default-initialized
29
0
    SeedGenerator::SeedGenerator() : rng_(42UL) {
30
0
        initialize();
31
0
    }
32
33
0
    void SeedGenerator::initialize() {
34
35
        // firstSeed is chosen based on clock() and used for the first rng
36
0
        auto firstSeed = (unsigned long)(std::time(nullptr));
37
0
        MersenneTwisterUniformRng first(firstSeed);
38
39
        // secondSeed is as random as it could be
40
        // feel free to suggest improvements
41
0
        unsigned long secondSeed = first.nextInt32();
42
43
0
        MersenneTwisterUniformRng second(secondSeed);
44
45
        // use the second rng to initialize the final one
46
0
        unsigned long skip = second.nextInt32() % 1000;
47
0
        std::vector<unsigned long> init(4);
48
0
        init[0]=second.nextInt32();
49
0
        init[1]=second.nextInt32();
50
0
        init[2]=second.nextInt32();
51
0
        init[3]=second.nextInt32();
52
53
0
        rng_ = MersenneTwisterUniformRng(init);
54
55
0
        for (unsigned long i=0; i<skip ; i++)
56
0
            rng_.nextInt32();
57
0
    }
58
59
0
    unsigned long SeedGenerator::get() {
60
0
        return rng_.nextInt32();
61
0
    }
62
63
}