[Quantlib-dev] A clarification about AmericanBasketPathPricer

[Andrea <mar...@go...>]

This code in the constructor of AmericanBasketPathPricer in 
ql/pricingengines/basket/mcamericanbasketengine.cpp

is a little misleading.

         const boost::shared_ptr<BasketPayoff> basketPayoff
             = boost::dynamic_pointer_cast<BasketPayoff>(payoff_);
         QL_REQUIRE(basketPayoff, "payoff not a basket payoff");

         const boost::shared_ptr<StrikedTypePayoff> strikePayoff
             = boost::dynamic_pointer_cast<StrikedTypePayoff>(basketPayoff->basePayoff());
         QL_REQUIRE(basketPayoff, "payoff not a basket strike payoff");
	           ^^^^^^^^^^^^		
///////////// we have already checked that basketPayoff is non null a few lines above
///////////// should it be strikePayoff????

         if (strikePayoff) {
             ^^^^^^^^^^^^
///////////// and in that case, why is there an if?

             scalingValue_/=strikePayoff->strike();
         }

Cheers