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

[Simon I. <Sim...@fs...>]

Unfortunately, that would mean producing a specialised template routine
for McSimulation::value() (and others) as we cannot instantiate both
result_type of Array and result_type of double using begin() and end()
arguments. That would take us back to the beginning of this email
chain...

I personally would go for a constructor of Array(const
std::vector<double>&) for simplicity. Would you agree?

Simon


-----Original Message-----
From: Luigi Ballabio [mailto:lui...@gm...] 
Sent: 24 December 2010 09:55
To: Simon Ibbotson
Cc: qua...@li...
Subject: RE: [Quantlib-dev] Returning multiple values from a Monte-Carlo
pricing engine

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 





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