[Quantlib-dev] PathGenerator: Question relating to PathGenerator Test Case

[thusi <ts...@ho...>]

Hi
Could some one please tell me the purpose of the ------for loop ------------
in the code below.

The code is in the test-suite of quantlib. The cpp file is
pathgenerator.cpp.

------------------------------------------
        for (i=0; i<100; i++)
            generator.next();

        sample_type sample = generator.next();
        Real calculated = sample.value.back();
        Real error = std::fabs(calculated-expected);

--------------------------------------------
What I don't understand is why does it generate hundred samples, and then do
the calculation of the variable ---Calculated---. Does it do some kind of
averaging of all these paths?

Thanks a lot.

Thusi
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