|
|
Hi,
I am a bit lost where to add soem new statistics using MC simulations.
I would like to add the probability of KI at different time a special product.
Should I this vector of double in the McEngine class or in the payoff one?
the second question is how to calculate this proba.
For each path, I can store where the KI has occured. I still need to take the mean of each period. Should I do this in the calculate() method?
Cheers
|
Locked
