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@mtran2011, just making a documented request for some explanation of the multi-level logic here.
If I remember your initial explanation, there's a deterministic solution for how many paths are requ…
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Basically plagiarise the ideas from [this page](http://turingfinance.com/interactive-stochastic-processes/).
- [ ] Implement the Merton Jump-Diffusion Model and the Heston Stochastic Volatility Model…
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Using the latest Anaconda (and inclyding the required DYLD_FALLBACK_LIBRARY_PATH) on OS X 10.9.1 yields
``` python
from scan_perform.scan_perform import *
Traceback (most recent call last):
File "s…
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The build fails at the moment under MSVC 2008.
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i have similar issue installing PyQL on Mac where i have Cython-0.16, patched as instructed, QuantLib-1.3 and a recent version of boost installed. There should be no problem with my boost and QuantLib…