[Quantlib-users] TermStructure model pricing via MonteCarlo

[Toyin A. <cap...@bt...>]

Hi all,

Again full marks to Sad on his TermStructure work...
I'm following your progress like a hawk.

It would be good if a MonteCarlo pricing/calibration routine was also =
implemented.

It would aid in users intuition as a lot can be gained just by following =
one pricing path
rather than rolling back down a tree and at every node applying =
probabilities.
(and as you know, path dependant products)

Anyway, I must not disturb you, you shouldn't waste time reading my =
comments...!!

Toy.