Re: [Quantlib-dev] Returning multiple values from a Monte-Carlo pricing engine

[Luigi B. <lui...@gm...>]

On Tue, 2010-12-14 at 12:48 +0000, Simon Ibbotson wrote:
> Unfortunately not; McSimulation::value() instantiates a result_type
> (i.e. an Array) from a vector<double> obtained from the
> sampleAccumulator at several points (also in ::valueWithSamples()).
> 
> Therefore, Array would need a new constructor either:
> 
> [...]
> 
> Which would you recommend?

Neither.  You can use the existing
Array(ForwardIterator begin, ForwardIterator end);
and pass the begin() and end() of the vector.

Luigi


-- 

It is better to know some of the questions than all of the answers. 
-- James Thurber