Posted by
Toyin Akin-4 on
URL: http://quantlib.414.s1.nabble.com/Least-Square-Monte-Carlo-tp2617p2624.html
Thanks,
The C++ to C# conversion was hard work, but at least I understand the
structure of quantLib fully!!
The code for the SABR function was actually taken from a Forum within the
wilmott site (contributed by a junior
quant). I am no quant myself and certainly do not understand the mathematics
so it was a rare gem to find this.
If you guys want the link or for me to send you the VB code, let me know.
Toy out.
----- Original Message -----
From: "Sad" <
[hidden email]>
To: <
[hidden email]>
Sent: Thursday, July 24, 2003 7:57 AM
Subject: Re: [Quantlib-users] CapeTools.net web site containing QuantLib
based calculations
> Hi Toyin,
>
> > The initial result is hosted at : www.capetools.net, and for now this is
> > simply a hobby project!!
>
> Wonderful! QuantLib definitely needed this kind of online "demo"
application.
>
> Thanks a lot for this great work,
> Sad
>
>
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