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Monte Carlo Model/mcm.cpp

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+#include <mcm.h>
+#include <cstdlib>
+#include <cmath>
+// the basic math functions should be in namespace
+// std but aren’t in VCPP6
+#if !defined(_MSC_VER)
+using namespace std;
+#endif
+double GetOneGaussianBySummation()
+{
+    double result = 0;
+    for (unsigned long j = 0; j < 12; j++)
+        result += rand() / static_cast<double>(RAND_MAX);
+    result -= 6.0;
+    return result;
+}
+double GetOneGaussianByBoxMuller()
+{
+    double result;
+    double x;
+    double y;
+    double sizeSquared;
+    do
+    {
+        x = 2.0 * rand() / static_cast<double>(RAND_MAX) - 1;
+        y = 2.0 * rand() / static_cast<double>(RAND_MAX) - 1;
+        sizeSquared = x * x + y * y;
+    } while (sizeSquared >= 1.0);
+
+    result = x * sqrt(-2 * log(sizeSquared) / sizeSquared);
+    return result;
+}

Monte Carlo Model/mcm.h

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+#ifndef MCM_H
+#define MCM_H
+double GetOneGaussianBySummation();
+double GetOneGaussianByBoxMuller();
+#endif