Re: [Quantlib-dev] Return more info from American Montecarlo

[Luigi B. <lui...@gm...>]

On Mon, 2010-03-15 at 12:27 +0000, Andrea wrote:
> I would like to return more information from a run of the LS American
> Montecarlo. For instance, the probability of exercise at each exercise
> time.
> 
> [...]
> 
> What I could do is to change the ValueType template argument of the
> PathPricer (default to Real) and make it a more complicated structure.
> 
> Is there an example of something similar?

No, I'm afraid not.

Luigi


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