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TermStructure model pricing via MonteCarlo

Posted by Toyin Akin-3 on Mar 28, 2002; 11:43am
URL: http://quantlib.414.s1.nabble.com/TermStructure-model-pricing-via-MonteCarlo-tp1956.html

Hi all,
 
Again full marks to Sad on his TermStructure work...
I'm following your progress like a hawk.
 
It would be good if a MonteCarlo pricing/calibration routine was also implemented.
 
It would aid in users intuition as a lot can be gained just by following one pricing path
rather than rolling back down a tree and at every node applying probabilities.
(and as you know, path dependant products)
 
Anyway, I must not disturb you, you shouldn't waste time reading my comments...!!
 
Toy.