Monte Carlo with InterestRate Modelling...

Posted by Toyin Akin-3 on Mar 11, 2002; 11:13am
URL: http://quantlib.414.s1.nabble.com/Monte-Carlo-with-InterestRate-Modelling-tp1885.html

Hi,

 

You guys now have analytical and tree pricers with the use of your new InterestRateModelling

framework. Do you guys tend to integrate this with your MonteCarlo framework too?

Please say yes!!

 

By the way, your stuff does not complie against VC++7. Looks like Microsoft have changed all the

template logic again... Have fun.

 

Toy.