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From: Ryan S. <rs...@gm...> - 2006-08-14 17:54:22
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What is the best/recommended way to learn the QuantLib monte-carlo framework? I would like to ultimately use the monte-carlo framework in some development I'm doing. At this point I'm just trying to figure out how it works and what I will need to do to use the framework. I can obviously trace my way through one of the more simple examples (say some flavor of a VanillaOption? or other) but it would also be nice if there was a description of the different classes and their responsibilities. I didn't find the help file especially useful for this. Is there more detailed documentation some place that could help me? Or, should I just stick to tracing through the code? Thanks for any suggestions, Ryan |