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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_monte_carlo_model.html">MonteCarloModel</a></div>
<h1>MonteCarloModel Class Template Reference<br>
<small>
[<a class="el" href="group__mcarlo.html">Monte Carlo framework</a>]</small>
</h1><!-- doxytag: class="QuantLib::MonteCarloModel" --><code>#include <ql/methods/montecarlo/montecarlomodel.hpp></code>
<p>
<p>
<a href="class_quant_lib_1_1_monte_carlo_model-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::MonteCarloModel< MC, RNG, S ></h3>
General-purpose Monte Carlo model for path samples.
<p>
The template arguments of this class correspond to available policies for the particular model to be instantiated---i.e., whether it is single- or multi-asset, or whether it should use pseudo-random or low-discrepancy numbers for path generation. Such decisions are grouped in trait classes so as to be orthogonal---see <a class="el" href="mctraits_8hpp.html" title="Monte Carlo policies.">mctraits.hpp</a> for examples.<p>
The constructor accepts two safe references, i.e. two smart pointers, one to a path generator and the other to a path pricer. In case of control variate technique the user should provide the additional control option, namely the option path pricer and the option value. <dl compact><dt><b>Examples: </b></dt><dd>
<p>
<a class="el" href="_discrete_hedging_8cpp-example.html#_a28">DiscreteHedging.cpp</a>.</dl><table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Types</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9792aacbaa395d164fe71c19940a35cf"></a><!-- doxytag: member="QuantLib::MonteCarloModel::mc_traits" ref="9792aacbaa395d164fe71c19940a35cf" args="" -->
typedef MC< RNG > </td><td class="memItemRight" valign="bottom"><b>mc_traits</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3b06460378c6160a0308efbecfc7a63f"></a><!-- doxytag: member="QuantLib::MonteCarloModel::rng_traits" ref="3b06460378c6160a0308efbecfc7a63f" args="" -->
typedef RNG </td><td class="memItemRight" valign="bottom"><b>rng_traits</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ab11530354ed62b0a419f90803f7a647"></a><!-- doxytag: member="QuantLib::MonteCarloModel::path_generator_type" ref="ab11530354ed62b0a419f90803f7a647" args="" -->
typedef MC< RNG ><br>
::path_generator_type </td><td class="memItemRight" valign="bottom"><b>path_generator_type</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="37efbc67c5d5bcba2ad1e5a6bc382563"></a><!-- doxytag: member="QuantLib::MonteCarloModel::path_pricer_type" ref="37efbc67c5d5bcba2ad1e5a6bc382563" args="" -->
typedef MC< RNG >::path_pricer_type </td><td class="memItemRight" valign="bottom"><b>path_pricer_type</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="204507d73ca2954ec4c0b27373d2c40c"></a><!-- doxytag: member="QuantLib::MonteCarloModel::sample_type" ref="204507d73ca2954ec4c0b27373d2c40c" args="" -->
typedef <br>
path_generator_type::sample_type </td><td class="memItemRight" valign="bottom"><b>sample_type</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d8e5fd95c87e9d6a3657dc6083452142"></a><!-- doxytag: member="QuantLib::MonteCarloModel::result_type" ref="d8e5fd95c87e9d6a3657dc6083452142" args="" -->
typedef <br>
path_pricer_type::result_type </td><td class="memItemRight" valign="bottom"><b>result_type</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c9e2bc84dc5b8fed59e079e42208e74c"></a><!-- doxytag: member="QuantLib::MonteCarloModel::stats_type" ref="c9e2bc84dc5b8fed59e079e42208e74c" args="" -->
typedef S </td><td class="memItemRight" valign="bottom"><b>stats_type</b></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="d7c609a2caa36d25414312f250713728"></a><!-- doxytag: member="QuantLib::MonteCarloModel::MonteCarloModel" ref="d7c609a2caa36d25414312f250713728" args="(const boost::shared_ptr< path_generator_type > &pathGenerator, const boost::shared_ptr< path_pricer_type > &pathPricer, const stats_type &sampleAccumulator, bool antitheticVariate, const boost::shared_ptr< path_pricer_type > &cvPathPricer=boost::shared_ptr< path_pricer_type >(), result_type cvOptionValue=result_type())" -->
</td><td class="memItemRight" valign="bottom"><b>MonteCarloModel</b> (const boost::shared_ptr< path_generator_type > &pathGenerator, const boost::shared_ptr< path_pricer_type > &pathPricer, const stats_type &sampleAccumulator, bool antitheticVariate, const boost::shared_ptr< path_pricer_type > &cvPathPricer=boost::shared_ptr< path_pricer_type >(), result_type cvOptionValue=result_type())</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="77cd545c02ed7037a3e8d582ca1069c3"></a><!-- doxytag: member="QuantLib::MonteCarloModel::addSamples" ref="77cd545c02ed7037a3e8d582ca1069c3" args="(Size samples)" -->
void </td><td class="memItemRight" valign="bottom"><b>addSamples</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> samples)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4e28dddeca06f8b74c814ace5b4fac58"></a><!-- doxytag: member="QuantLib::MonteCarloModel::sampleAccumulator" ref="4e28dddeca06f8b74c814ace5b4fac58" args="(void) const " -->
const stats_type & </td><td class="memItemRight" valign="bottom"><b>sampleAccumulator</b> (void) const </td></tr>
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