[Quantlib-dev] MonteCarlo Simulation ...

[Deepak <dee...@3i...>]

Hi Guys,



I'm using Monte Carlo engine and Path Generators to price some option types,
I want to know what steps should I take to reduce the computation time, or I
can say I want to improve performance, I know it all depends on the number
of iterations, but I can't reduce it, I want other options like
distributed/Parallel/Multithreading or anything similar, to price my
options, if there is anything already done in this direction please tell me,


 

I want you guys to give your thoughts even if I'll have to implement, I want
to discuss first, QuantLib is a great library may be I can contribute,
Please give your inputs.



Thanks & Regards, 
Deepak

 



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