[Quantlib-dev] Return more info from American Montecarlo

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

Hi,

I would like to return more information from a run of the LS American Montecarlo.
For instance, the probability of exercise at each exercise time.

This information is generated inside

    template <class PathType> inline
    Real LongstaffSchwartzPathPricer<PathType>::operator()
        (const PathType& path) const {


What I could do is to change the ValueType template argument of the PathPricer (default to Real) and
make it a more complicated structure.

Is there an example of something similar?