Monte Carlo Method with Confidence Interval.

Posted by cypanic on Sep 22, 2007; 10:45am
URL: http://quantlib.414.s1.nabble.com/Monte-Carlo-Method-with-Confidence-Interval-tp9804.html

Hi all,
I'm working on an example file, equityOption.cpp. It has some monte carlo simulations. I would like to get confidence intervals, when I do the monte carlo simulations. Is there any way to calculate the confidence interval using Quantlib? If you have any suggestion, please let me know.
Thanks.