Re: questions about pricing American Option in MC method

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/questions-about-pricing-American-Option-in-MC-method-tp8081p8083.html

On Tue, 2010-09-07 at 14:09 -0500, Kakhkhor Abdijalilov wrote:
> Note to the developers:
> I was looking into the file  longstaffschwartzpathpricer.hpp and
> noticed that moving vectors x and out of the for loop will avoid
> re-allocation.

Right, I'll do that.

Luigi


--

Hanlon's Razor:
Never attribute to malice that which is adequately explained
by stupidity.



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