[Quantlib-dev] Likelihood Ratio for MC

[<Jas...@ri...>]

Hi there, I'm looking to add an MC engine with Greeks using the Likelihood 
ratio, and from my explorations of the code so far, the best place to add 
the first variate, is to store it in the Path class (which is the biggest 
issue I want to get confirmation on) , so that it's easily accessible with 
custom MC engines and allows the ability to retrofit the Greeks 
enhancement to existing MC engines. 
I'd add a simple MC pricer with the whole Greeks method implemented as an 
example for future implementations etc..
Thoughts? 

Regards,
Jason