  This paper studies the numerical methods to approximate the solutions for a
sort of McKean-Vlasov neutral stochastic differential delay equations
(MV-NSDDEs) that the growth of the drift coefficients is super-linear. First,
We obtain that the solution of MV-NSDDE exists and is unique. Then, we use a
stochastic particle method, which is on the basis of the results about the
propagation of chaos between particle system and the original MV-NSDDE, to deal
with the approximation of the law. Furthermore, we construct the tamed
Euler-Maruyama numerical scheme with respect to the corresponding particle
system and obtain the rate of convergence. Combining propagation of chaos and
the convergence rate of the numerical solution to the particle system, we get a
convergence error between the numerical solution and exact solution of the
original MV-NSDDE in the stepsize and number of particles.
