[Quantlib-dev] [ quantlib-Bugs-2884530 ] montecarlomodel.hpp

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Bugs item #2884530, was opened at 2009-10-23 09:55
Message generated for change (Tracker Item Submitted) made by riccardolongoni
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Riccardo (riccardolongoni)
Assigned to: Nobody/Anonymous (nobody)
Summary: montecarlomodel.hpp

Initial Comment:
In file motecarlomodel.hpp, method MonteCarloModel<MC,RNG,S>::addSamples, line nb 99 reads:

sample_type path = pathGenerator_->next();

Therefore a copy of path is made. This is not necessary, and in fact you can replace it with

const sample_type & path = pathGenerator_->next();

This will improve the performances of the MonteCarlo simulations.

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You can respond by visiting: 
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