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Changeset 193

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Timestamp:
05/27/08 05:39:00 (6 months ago)
Author:
snovik
Message:

New: class MonteCarloModel?

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  • trunk/QLNet/QLNet/QLNet.csproj

    r192 r193  
    219219    <Compile Include="Methods\lattices\tree.cs" /> 
    220220    <Compile Include="Methods\montecarlo\brownianbridge.cs" /> 
     221    <Compile Include="Methods\montecarlo\montecarlomodel.cs" /> 
    221222    <Compile Include="Methods\montecarlo\multipath.cs" /> 
    222223    <Compile Include="Methods\montecarlo\multipathgenerator.cs" /> 
    223224    <Compile Include="Methods\montecarlo\path.cs" /> 
    224225    <Compile Include="Methods\montecarlo\pathgenerator.cs" /> 
     226    <Compile Include="Methods\montecarlo\pathpricer.cs" /> 
    225227    <Compile Include="Methods\montecarlo\sample.cs" /> 
    226228    <Compile Include="Models\CalibrationHelper.cs" /> 
    …… 
    247249    <Compile Include="Pricingengines\CapFloor\BlackCapFloorEngine.cs" /> 
    248250    <Compile Include="Pricingengines\Greeks.cs" /> 
     251    <Compile Include="Pricingengines\mcsimulation.cs" /> 
    249252    <Compile Include="Pricingengines\Swap\Discountingswapengine.cs" /> 
    250253    <Compile Include="Pricingengines\vanilla\AnalyticEuropeanEngine.cs" />