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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_mc_pricer.html">McPricer</a></div>
<h1>McPricer Class Template Reference</h1><!-- doxytag: class="QuantLib::McPricer" --><code>#include <ql/Pricers/mcpricer.hpp></code>
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Inheritance diagram for McPricer:<p><center><img src="class_quant_lib_1_1_mc_pricer__inherit__graph.png" border="0" usemap="#_mc_pricer__inherit__map" alt="Inheritance graph"></center>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_mc_pricer-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class MC, class S = Statistics><br>
class QuantLib::McPricer< MC, S ></h3>
base class for Monte Carlo pricers
<p>
Eventually this class might be linked to the general tree of pricers, in order to have tools like impliedVolatility available. Also, it could, eventually, offer greeks methods. Deriving a class from <a class="el" href="class_quant_lib_1_1_mc_pricer.html">McPricer</a> gives an easy way to write a Monte Carlo Pricer. See McEuropean as example of one factor pricer, Basket as example of multi factor pricer.
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<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="efb644d627928b43e12d6fb530249594"></a><!-- doxytag: member="QuantLib::McPricer::value" ref="efb644d627928b43e12d6fb530249594" args="(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) const" -->
Real </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_pricer.html#efb644d627928b43e12d6fb530249594">value</a> (Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">add samples until the required tolerance is reached <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf34f41e98a4ddd68ab16551017ba116"></a><!-- doxytag: member="QuantLib::McPricer::valueWithSamples" ref="bf34f41e98a4ddd68ab16551017ba116" args="(Size samples, Size minSamples=1023) const" -->
Real </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_pricer.html#bf34f41e98a4ddd68ab16551017ba116">valueWithSamples</a> (Size samples, Size minSamples=1023) const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">simulate a fixed number of samples <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7f7b2ee66cf1eca0aecb6f1e65549798"></a><!-- doxytag: member="QuantLib::McPricer::errorEstimate" ref="7f7b2ee66cf1eca0aecb6f1e65549798" args="() const" -->
Real </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_pricer.html#7f7b2ee66cf1eca0aecb6f1e65549798">errorEstimate</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">estimated error of the samples simulated so far <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="02c2551e9932b771a49f7bee3d0b645d"></a><!-- doxytag: member="QuantLib::McPricer::sampleAccumulator" ref="02c2551e9932b771a49f7bee3d0b645d" args="(void) const" -->
const S & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_pricer.html#02c2551e9932b771a49f7bee3d0b645d">sampleAccumulator</a> (void) const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">access to the sample accumulator for more statistics <br></td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3f111449f62c45083e2b87563f70a4a2"></a><!-- doxytag: member="QuantLib::McPricer::mcModel_" ref="3f111449f62c45083e2b87563f70a4a2" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_monte_carlo_model.html">MonteCarloModel</a><<br>
MC, S > > </td><td class="memItemRight" valign="bottom"><b>mcModel_</b></td></tr>
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