On Thu, 2010-07-01 at 06:17 -0700, deriv wrote:
> Hy everybody, I'm trying to understand where the Monte Carlo method in
> QuantLib stores the simulated prices. I need to take them to plot all the
> simulated time series.
It doesn't store them---paths are generated, passed to the path pricer
to yield a price, and discarded (see the MonteCarloModel::addSamples
method.) if you want a one-off solution, insert some print statement in
the implementation of the PathPricer instance you're using. For a
long-term solution, you'd have to modify the MonteCarloModel class.
Luigi
--
Newton's Law of Gravitation:
What goes up must come down. But don't expect it to come down
where you can find it. Murphy's Law applies to Newton's.
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