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<div class="title">MonteCarloModel< MC, RNG, S > Class Template Reference<div class="ingroups"><a class="el" href="group__mcarlo.html">Monte Carlo framework</a></div></div> </div>
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<p>General-purpose Monte Carlo model for path samples.
<a href="class_quant_lib_1_1_monte_carlo_model.html#details">More...</a></p>
<p><code>#include <ql/methods/montecarlo/montecarlomodel.hpp></code></p>
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Public Types</h2></td></tr>
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typedef MC< RNG > </td><td class="memItemRight" valign="bottom"><b>mc_traits</b></td></tr>
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typedef RNG </td><td class="memItemRight" valign="bottom"><b>rng_traits</b></td></tr>
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typedef MC< RNG >::path_generator_type </td><td class="memItemRight" valign="bottom"><b>path_generator_type</b></td></tr>
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typedef MC< RNG >::path_pricer_type </td><td class="memItemRight" valign="bottom"><b>path_pricer_type</b></td></tr>
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typedef <a class="el" href="struct_quant_lib_1_1_sample.html">path_generator_type::sample_type</a> </td><td class="memItemRight" valign="bottom"><b>sample_type</b></td></tr>
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typedef path_pricer_type::result_type </td><td class="memItemRight" valign="bottom"><b>result_type</b></td></tr>
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typedef S </td><td class="memItemRight" valign="bottom"><b>stats_type</b></td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>MonteCarloModel</b> (const ext::shared_ptr< path_generator_type > &pathGenerator, const ext::shared_ptr< path_pricer_type > &pathPricer, const <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html">stats_type</a> &sampleAccumulator, bool antitheticVariate, const ext::shared_ptr< path_pricer_type > &cvPathPricer=ext::shared_ptr< path_pricer_type >(), result_type cvOptionValue=result_type(), const ext::shared_ptr< path_generator_type > &cvPathGenerator=ext::shared_ptr< path_generator_type >())</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>addSamples</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> samples)</td></tr>
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const <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html">stats_type</a> & </td><td class="memItemRight" valign="bottom"><b>sampleAccumulator</b> () const</td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><h3>template<template< class > class MC, class RNG, class S = Statistics><br />
class QuantLib::MonteCarloModel< MC, RNG, S ></h3>
<p>General-purpose Monte Carlo model for path samples. </p>
<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 mctraits.hpp for examples.</p>
<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. </p>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_discrete_hedging_8cpp-example.html#_a27">DiscreteHedging.cpp</a>.</dd>
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