MC Convergence Table?

[Gary Kennedy]

Is there a statistics gathering class in QuantLib that not only
computes various moments of a Monte Carlo simulation, but also
produces a convergence table; that is, records the mean and sample
size at various intervals during a simulation?

[Luigi Ballabio]

On 04/21/05 22:13:48, Gary Kennedy wrote:
> Is there a statistics gathering class in QuantLib that not only
> computes various moments of a Monte Carlo simulation, but also
> produces a convergence table; that is, records the mean and sample
> size at various intervals during a simulation?

Gary,
        not at this time. Are you interested in implementing it?

Later,
        Luigi

----------------------------------------

Ninety percent of everything is crap.
--- Theodore Sturgeon