|
From: Ryan S. <rs...@gm...> - 2006-08-15 12:22:59
|
Arnaud, I will send along any responses that I think will be helpful. On 8/14/06, Ryan Smulktis <rs...@gm...> wrote: > > 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 > |