[Quantlib-users] Longstaff Schwartz LSM

[Lars C. <la...@la...>]

Hi

Quantlib 0.3.6. should have an implementation of the Longstaff and =
Schwartz LSM method for american options. I am having trouble getting =
quantnet working complete on my system, but I really need to implement =
the LSM.=20

If possible would any one help my isolate which quantlib files (cpp, =
headers etc.) needed to perform the LSM, so I can create the LSM in an =
isolated project that does not rely on the entire quantlib library.

Sincearly Lars

Ps: Great credit to all you quantlib developers and contributors. You =
made an excellent work.