C# Monte-Carlo simulation engine

Monte-Carlo simulation engine featuring a decent random number generator and able to generate at least normal, lognormal, multivariate normal, multivariate lognormal and poisson distributions. The Monte-Carlo engine should implement stratified sampling. The simulation engine should be able to store and retrieve generated numbers (random variables and/or samples from temporary files) The project should be written in C-sharp with a logical object-model (ex. CRandomNumberGen, CMonteCarlo, CFastMatrix, CNormalDistr etc.) ## Deliverables * Full C# source code ## Platform Windows XP