Re: changing stochastic process object

[Warren Chou]

Hi Luigi

I was looking into implementing greek method (via difference quotients) in MC simulation, e.g. computing vega by copying StochasticProcess objects and bumping member BlackVolTermStructure objects.

I've since decided users are better positioned to compute greeks by differencing.

Regards,

Warren Chou
warrench <at> alum.mit.edu