Lorenzo,
What I did was to take the example codes, which price one type of option in
different ways, and slowly strip (or comment if you prefer to be more
delicate) out all the code irrelevant to the pricing method. There's some
trial and error (stripping out too much, for example), but I like to learn
things in a very hands-on manner.
Cheers,
Fred
On Friday 27 January 2006 05:26, L.Isella wrote:
> Dear All,
> In order to learn the ropes of the QuantLib library, I would like to know
> if there is a downloadable collection of simple codes to do basic option
> pricing (asian, continuous/discrete barrier, bermudan etc...). In a sense
> the answer to my question is already embedded in the examples distributed
> with the library itself. However, I am rather thinking about something like
> the slim code to price a vanilla call option which has been circulating on
> the mailing list lately. Best regards
>
> Lorenzo
Locked
