Re: Monte Carlo path generator

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Monte-Carlo-path-generator-tp6759p6762.html

On Thu, 2010-07-01 at 07:10 -0700, deriv wrote:
> can you tell me the classed and methods where the simulated prices are
> generated?

PathGenerator and MultiPathGenerator, in particular the next() method.

Luigi


--

There are two ways to write error-free programs; only the third one
works.
-- unknown



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