Hi All
I am fairly new to quantlib. Have gone through some of the example but am unable to determin if it is possible to use quantlib to undertake the following. Does anyone know of an example that shows how to do it if it is possible.
1.) Establish\Setup a YC
2.) Establish\Setup a Correlation Grid
3.) Establish\Setup a Calibrated Vol Grid
4.) Define a MC simulation against a series paths with defined MC path points, and references to the YC, Correlation and Vol objects in memory.
5.) Call the defined MC simulation which will return the simulated path points.
Rergards
Jason
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