CREDITS
This library makes use of the following classes/packages/libraries/other:
- Monte Carlo Methods in Finance, Peter Jaeckel, Wiley: primitive
polynomials and initialization numbers for the Sobol generator.
- The generator matrices
for Niederreiter-Xing sequences made available
by Gottlieb Pirsic of the University of Vienna.
- EasyIO,
author: Gary Litvin.
- VisualNumerics.math.Sfun,
author: unknown benefactors at Visual Numerics.
- JFreeChart,
author: David Gilbert, license: LGPL.
- colt,
administered by Wolfgang Hoschek at Cern.
The colt distribution contains several other libraries, authors, license: see link.
- JAS,
authors: Tony Johnson, Kevin Garwood, Jonas Gifford, Azhar Zuberi, Peter
Armstrong, Paul Spence, license: LGPL.
- freehep,
authors: Gary Bower, Mark Doenszelmann, Julius Hrivnac, Tony Johnson, Cal Loomis, Joseph Perl,
Peter Armstrong, Simon Fischer, Partick Hellwig, Sami Kama, Paul Spence, license: LGPL.