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<title>QuantLib: McPricer Class Template Reference</title>
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<h1>McPricer Class Template Reference</h1><!-- doxytag: class="QuantLib::McPricer" --><code>#include <ql/legacy/pricers/mcpricer.hpp></code>
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Inheritance diagram for McPricer:</div>
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<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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<area shape="rect" href="class_quant_lib_1_1_mc_cliquet_option.html" title="simple example of Monte Carlo pricer" alt="" coords="161,5,756,32"><area shape="rect" href="class_quant_lib_1_1_mc_discrete_arithmetic_a_s_o.html" title="Discrete arithmetic average-strike Asian option." alt="" coords="131,56,787,83"><area shape="rect" href="class_quant_lib_1_1_mc_everest.html" title="Everest-type option pricer." alt="" coords="184,107,733,133"><area shape="rect" href="class_quant_lib_1_1_mc_himalaya.html" title="Himalayan-type option pricer." alt="" coords="179,157,739,184"><area shape="rect" href="class_quant_lib_1_1_mc_pagoda.html" title="roofed Asian option" alt="" coords="185,208,732,235"><area shape="rect" href="class_quant_lib_1_1_mc_performance_option.html" title="Performance option computed using Monte Carlo simulation." alt="" coords="141,259,776,285"></map>
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<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<template< class > class MC, class RNG, class S = Statistics><br>
class QuantLib::McPricer< MC, RNG, 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" title="base class for Monte Carlo pricers">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. <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="0131b7aa95623a2f0c9b9e241ae7abfd"></a><!-- doxytag: member="QuantLib::McPricer::value" ref="0131b7aa95623a2f0c9b9e241ae7abfd" args="(Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_pricer.html#0131b7aa95623a2f0c9b9e241ae7abfd">value</a> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> tolerance, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> maxSamples=QL_MAX_INTEGER, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> 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="ee2ce0de3d492135899f008068926a65"></a><!-- doxytag: member="QuantLib::McPricer::valueWithSamples" ref="ee2ce0de3d492135899f008068926a65" args="(Size samples, Size minSamples=1023) const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_pricer.html#ee2ce0de3d492135899f008068926a65">valueWithSamples</a> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> samples, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> 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="cc5ad105e834e2360818b4f5046bd1f5"></a><!-- doxytag: member="QuantLib::McPricer::errorEstimate" ref="cc5ad105e834e2360818b4f5046bd1f5" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_pricer.html#cc5ad105e834e2360818b4f5046bd1f5">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="959f290b6f98a265ff834b92c9b20588"></a><!-- doxytag: member="QuantLib::McPricer::sampleAccumulator" ref="959f290b6f98a265ff834b92c9b20588" args="(void) const " -->
const S & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_pricer.html#959f290b6f98a265ff834b92c9b20588">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="578bfc5052dad419af0dafb920aff02d"></a><!-- doxytag: member="QuantLib::McPricer::mcModel_" ref="578bfc5052dad419af0dafb920aff02d" args="" -->
boost::shared_ptr<br>
< <a class="el" href="class_quant_lib_1_1_monte_carlo_model.html">MonteCarloModel</a>< MC, RNG, S > > </td><td class="memItemRight" valign="bottom"><b>mcModel_</b></td></tr>
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