Mega Code Archive
Random number generation in quantitative finance
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#include <vector>
#include <iostream>
#include <algorithm>
#include <time.h>
using namespace std;
void print(const vector<int>& v)
{
vector<int>::const_iterator i;
cout << "[";
for (i=v.begin(); i!=v.end(); i++) cout << *i << ", ";
cout << "]" << endl;
}
int main()
{
srand((unsigned) time (NULL));
int Size = 5;
vector<int> v1, v2;
int i;
for (i=0; i<= Size; i++)
v1.push_back(rand());
for (i=0; i< Size; i++)
v2.push_back(rand());
cout << "Two random lists" << endl;
print(v1);
print(v2);
sort(v1.begin(), v1.end());
sort(v2.begin(), v2.end());
cout << "Two sorted lists" << endl;
print(v1);
print(v2);
// Merge the two lists to a third list
vector<int> v3(v1.size()+v2.size());
cout << endl << "Merge the two lists" << endl;
merge(v1.begin(), v1.end(), v2.begin(), v2.end(), v3.begin());
print(v3);
return 0;
}
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