Re: help with MonteCarlo Asian Option Pricing

[Samiur Arif]

I have looked at it but how do I compile it and run it . And another thing I want to ask if I have the quantlib library compile and have this file  libQuantLib-mgw-0_9_7.a , does it mean I have all the ingredients to use quantlibrary  utilities .

 

regards

Arif

On Fri, Mar 20, 2009 at 1:03 PM, Luigi Ballabio <[hidden email]> wrote:

On Fri, 2009-03-20 at 12:48 -0400, Samiur Arif wrote:
> Can you help me with Montecarlo Asian option pricing my class that is
> provided in quatnlib ? Is there test driver to run that class? I have
> tried everything but can't get started . I just the quantilib
> compiled .

You can start by looking at test-suite/asianoptions.cpp.
Write me (or better yet, the mailing list) if there are problems in
understanding what it does.

Luigi


--

The Feynman Problem Solving Algorithm:
1) Write down the problem.
2) Think very hard.
3) Write down the solution.

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[Luigi Ballabio]

On Fri, 2009-03-20 at 14:38 -0400, Samiur Arif wrote:
> I have looked at it but how do I compile it and run it .

What compiler are you using?

>  And another thing I want to ask if I have the quantlib library
> compile and have this file  libQuantLib-mgw-0_9_7.a , does it mean I
> have all the ingredients to use quantlibrary  utilities .

You need a compiled library (libQuantLib-mgw-0_9_7.a if you use gcc on
Windows, otherwise you'll need another one depending on your compiler)
and the header files.  Again, I'll need to know your compiler to be more
specific.

Luigi


--

So little done, so much to do.
-- Cecil Rhodes



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easily build your RIAs with Flex Builder, the Eclipse(TM)based development
software that enables intelligent coding and step-through debugging.
Download the free 60 day trial. http://p.sf.net/sfu/www-adobe-com
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