basket multi path generator

Posted by Geonhak Lee on
URL: http://quantlib.414.s1.nabble.com/basket-multi-path-generator-tp6853.html

Hello everyone,

I'm trying to code basket(2 stocks) path generator using MC.
Is it alreay implemented in Quantlib?
All I found is for 1-D or for no correlation.

Regards,
Geonhak. Lee

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