simplemc8.h

C++ design pattern in finance. Must know for QF engineers

//
//
//
//                SimpleMC8.h
//
//

#ifndef SIMPLEMC8_H
#define SIMPLEMC8_H

#include <Vanilla3.h>
#include <Parameters.h>
#include <Random2.h>
#include <MCStatistics.h>

void SimpleMonteCarlo6(const VanillaOption& TheOption, 
						 double Spot,
						 const Parameters& Vol, 
						 const Parameters& r,
                         unsigned long NumberOfPaths,
						 StatisticsMC& gatherer,
                         RandomBase& generator);

#endif

/*
 *
 * Copyright (c) 2002
 * Mark Joshi
 *
 * Permission to use, copy, modify, distribute and sell this
 * software for any purpose is hereby
 * granted without fee, provided that the above copyright notice
 * appear in all copies and that both that copyright notice and
 * this permission notice appear in supporting documentation.
 * Mark Joshi makes no representations about the
 * suitability of this software for any purpose. It is provided
 * "as is" without express or implied warranty.
*/