Fwd: [Quantlib-users] Introducing the Montecarlo engine
Marco posted on quantlib-users this morning.
I am forwarding his message to quantlib-dev since I noticed that some
people subscribed quantlib-dev but didn't subscribe quantlib-users.
My suggestion is that everybody interested in QuantLib development should
subscribe to quantlib-users too, since general discussion will be on
ciao -- Nando
>X-From_: [hidden email] Wed Dec 13 02:59:05 2000
>Date: Wed, 13 Dec 2000 12:00:36 +0000
>To: [hidden email] >From: Marco Marchioro <[hidden email]>
>Subject: [Quantlib-users] Introducing the Montecarlo engine
>Sender: [hidden email] >List-Id: QuantLib end-users discussion list
> I'm glad to announce that soon QuantLib will have its own
> Montecarlo engine.
>I'm trying to develop something general, some kind of template class in
>user has only to implement the pricing functions.
>I've been working on a preliminary version for a while and now it's almost
>Soon, most likely next week, I will be able to release the first
>Before the end of the year I'd like to have something working in more
>Let me know if you want to help or if you already have some software.