Re: Monte Carlo with InterestRate Modelling...

Posted by Luigi Ballabio-4 on Mar 12, 2002; 12:09am
URL: http://quantlib.414.s1.nabble.com/Monte-Carlo-with-InterestRate-Modelling-tp1885p1886.html

At 07:14 PM 3/11/02 +0000, Toyin Akin wrote:
>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!!

Let's say "eventually".

>By the way, your stuff does not complie against VC++7. Looks like
>Microsoft have changed all the
>template logic again... Have fun.

Can you provide the list of errors/warnings? You can send it to me directly
so that we don't pollute the list.

I'm not that worried, though. I hope they just made their compiler more
compliant, not less, so that it should be enough to change a few macros we
had to introduce to work around VC6 lack of compliance.

Bye,
         Luigi