Hi all-
I am new to quantlib and I was wondering if it was
possible to run a monte carlo simulation based on a
triangular distribution using Quantlib? If it is
possible could someone please tell me how? If it is
not does anyone know of any libraries or software
elsewhere that might be able to do this. I know there
are software packages such as Crystal Ball that do
this, but in order to use Crystal Ball you have to
have Excel open and running in the background. I do
not want to have Excel open in the background, I
simply want to run a triangular distribution
simulation from within my application. If anyone could
please help, I would be so greatful.
Thanks for your time,
Aryana Palmer
__________________________________
Do you Yahoo!?
Yahoo! Calendar - Free online calendar with sync to Outlook(TM).
http://calendar.yahoo.com
Locked
