Introducing the Montecarlo engine

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Introducing the Montecarlo engine

Marco Marchioro-3
Dear quantlib-user,
        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
which the
user has only to implement the pricing functions.
I've been working on a preliminary version for a while and now it's almost
ready.
Soon, most likely next week, I will be able to release the first
one-dimensional version.
Before the end of the year I'd like to have something working in more
dimensions.
Let me know if you want to help or if you already have some software.
                MarMar.
       


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