This project has been run entirely on free and open software tools on the Linux platform. I am extremely grateful to all the contributors to the GNU software tools and Linux in general. In addition the following have been used:

Makefile by Jacob Dreyer.

TNT by Roldan Pozo, Mathematical and Computational Sciences Division, US National Institute of Standards and Technology.

Primitive polynomials modulo two and initialization numbers for the Sobol generator from the book Monte Carlo Methods in Finance by Peter Jaeckel.

Generator matrices for the Niederreiter-Xing generator published by Gottlieb Pirsic of the University of Vienna.

C code for the MT19937 Mersenne Twister by Makoto Matsumoto and Takuji Nishimura.