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From: cypanic <cy...@gm...> - 2007-09-22 09:45:52
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Hi all, I'm working on an example file, equityOption.cpp. It has some monte carlo simulations. I would like to get confidence intervals, when I do the monte carlo simulations. Is there any way to calculate the confidence interval using Quantlib? If you have any suggestion, please let me know. Thanks. -- View this message in context: http://www.nabble.com/Monte-Carlo-Method-with-Confidence-Interval.-tf4500464.html#a12835070 Sent from the quantlib-dev mailing list archive at Nabble.com. |