From: Ferdinando A. <fer...@am...> - 2000-12-13 11:20:39
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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 quantlib-users. ciao -- Nando >X-From_: qua...@li... Wed Dec 13 02:59:05 2000 >Date: Wed, 13 Dec 2000 12:00:36 +0000 >To: qua...@li... >From: Marco Marchioro <Marco@Marchioro.org> >Subject: [Quantlib-users] Introducing the Montecarlo engine >Sender: qua...@li... >List-Id: QuantLib end-users discussion list ><quantlib-users.lists.sourceforge.net> > >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. |