In Random.jl, there is the possibility to generate a random number in the interval [0,1) through CloseOpen01, or even in [1,2) (I can see the reason for this for implementation, less so for a user) through CloseOpen12, but there is no way to specify OpenOpen01.

Generating in (0,1) is particularly important to simulate various distributions through the inverse cumulative distribution function, a very common technique in Monte-Carlo methods. The dSFMT code provides such methods. Of course, it is always possible to add an if statement around each random number generation, but this is not particularly clean or efficient, plus it will not match the original dSFMT numbers in (0,1).