The topic of this thread is QuantLib. Then why do you suggest I should use something else? Illogical you are, you pseudo expert
I'm doing an exact math research, not looking for a questionable wishi washi quicky "solution" of yours. You seem not have grasped the problem in the first place: the problem is to test whether QuantLib's GBM implementation is correct or not. Then how will it be useful to use something else but QuantLib? You are illogical, madam!
What are you even blabbering about. You are as scientifically rigorous as a screw. GBM is a well defined process, driven by BM, to simulate all sorts of random events and their evolution. The math is in the underlying process, not in the tools that implement it. Do whatever you need to do, choose whatever tool you want. Your comment, however, is stupid. I hope you realize that as you progress and learn.
Ok, just posted the C++ test code incl. my findings (results): https://www.elitetrader.com/et/threads/simulating-stock-prices-using-gbm.375533/page-4#post-5861368
Nevertheless that's an impressive analysis by that AI bot. It understands the problem domain clearly and comes up with a suggestion better than most of the human experts... And meanwhile the simulations have already been performed here, and the result confirms the made hypothesis that QuantLib's GBM fails to pass the above said empirical rule test (ie. the "68–95–99.7 rule test").
beauty of quantlib is it can build an entire pricing engine for you meaning you bootstrap interest rate curves and it values every asset with it. But this comes at the cost of additional complication which makes it hard for beginners to pick up But with power of gpt anything is possible if you dedicate to it