[Quantlib-dev] [ quantlib-Bugs-533231 ] McBasket antithetic error

[<no...@so...>]

Bugs item #533231, was opened at 2002-03-21 10:30
You can respond by visiting: 
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: McBasket antithetic error

Initial Comment:
In the file
MonteCarlo/basketpathpricer.cpp

at line 81 the for-cycle for the basketprice2 value is 
wrong, it is needed a something like the for-cycle for 
the basketprice.

see the attached file (which contains the path for 
strike error too)

bye


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