This is my boxmuller code. I would like to know is there any way to make it faster? because I'm doing Monte Carlo Pricing need to simulate 1 million times.
using std::cout;
using std::endl;
double BoxMuller()
{
double x = static_cast<double> (rand()) / RAND_MAX;
double y = static_cast<double> (rand()) / RAND_MAX;
double z = sqrt(-2.0 * log(x)) * cos(2 * M_PI * y);
return z;
}