MonteCarloModel< MC, RNG, S > Class Template Reference

### A free/open-source library for quantitative finance

Public Types | Public Member Functions
MonteCarloModel< MC, RNG, S > Class Template Reference
Monte Carlo framework

General-purpose Monte Carlo model for path samples. More...

`#include <ql/methods/montecarlo/montecarlomodel.hpp>`

List of all members.

## Public Types
typedef MC< RNG > | mc_traits
typedef RNG | rng_traits
typedef MC< RNG > ::path_generator_type | path_generator_type
typedef MC< RNG >::path_pricer_type | path_pricer_type
typedef path_generator_type::sample_type | sample_type
typedef path_pricer_type::result_type | result_type
typedef S | stats_type
## Public Member Functions
| MonteCarloModel (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(), const boost::shared_ptr< path_generator_type > &cvPathGenerator=boost::shared_ptr< path_generator_type >())
void | addSamples (Size samples)
const stats_type & | sampleAccumulator (void) const

## Detailed Description

### template<template< class > class MC, class RNG, class S = Statistics>
class QuantLib::MonteCarloModel< MC, RNG, S >

General-purpose Monte Carlo model for path samples.

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.

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.

Examples:
  DiscreteHedging.cpp.