So, I see that Monte Carlo is on Math wish list. So I've done a quite simple MC engine that uses 1D path generated by underlying stochastic process. It should be easy to extend it to multidimensional paths but it is not in my plans yet.
The implementation is inspired by Quantlib project (http://quantlib.org/index.shtml) but I tried to keep it as far as possible from financial slang. Do we wish this feature in 3.0? Pavel --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
