MarketModelPathwiseMultiProduct CashFlows

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

MarketModelPathwiseMultiProduct CashFlows

Andreas Spengler-2
Hi,

I am in the process of implementing a Spread Target Redemption Note
(derived from MarketModelPathwiseMultiProduct).

I managed to adapt the MarketModel.cpp example to use my new class, but
one question remains: how do I get the (expected/mean) cash flows from the
PathwiseAccountingEngine?

Rgds,

Andreas


------------------------------------------------------------------------------
Xperia(TM) PLAY
It's a major breakthrough. An authentic gaming
smartphone on the nation's most reliable network.
And it wants your games.
http://p.sf.net/sfu/verizon-sfdev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users