On Fri, Dec 24, 2010 at 10:38 AM, Pavel Ryzhov <pavel.ryz...@gmail.com>wrote:
> 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? > > Can you describe in a little more detail what you have in mind? Phil > > > --------------------------------------------------------------------- > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > For additional commands, e-mail: dev-h...@commons.apache.org > >
