Re: Using local vol or Heston for MCBarrierEngine

Posted by Theo Boafo on
URL: http://quantlib.414.s1.nabble.com/Using-local-vol-or-Heston-for-MCBarrierEngine-tp14843p14872.html

Hi Luigi/Chen,

Many thanks for your response.  I would code a separate heston engine and then later try to refactor.

Regards

Theo

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