gmane.comp.finance.quantlib.user

Can the Bates be used together with Monte Carlo?

Thanks,

Horacio

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Luigi Ballabio | 1 Jul 12:43

Re: Can the Bates be used together with Monte Carlo?

On Thu, 2008-06-19 at 15:08 -0400, horacio aliaga wrote:
> Can the Bates be used together with Monte Carlo?

Not currently. You'll have to wait for next release.

Luigi

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-- 

Glendower: I can call spirits from the vasty deep. 
Hotspur: Why, so can I, or so can any man; 
But will they come when you do call for them? 
-- King Henry the Fourth Part I, Act III, Scene I 

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