Examples.Pricing
Class CallPriceQMC

java.lang.Object
  extended byExamples.Pricing.CallPriceQMC

public class CallPriceQMC
extends java.lang.Object

Computes the price of a European call: analytic price, ordinary Monte Carlo price and Sobol QMC price with inverse normal CDF conversion and writes a report on relative accuracy to the file QMC-accuracy.txt.


Constructor Summary
CallPriceQMC()
           
 
Method Summary
static void main(java.lang.String[] args)
           
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

CallPriceQMC

public CallPriceQMC()
Method Detail

main

public static void main(java.lang.String[] args)