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Error in BasketPathPricer

Posted by Toyin Akin-3 on Mar 09, 2002; 9:41am
URL: http://quantlib.414.s1.nabble.com/Error-in-BasketPathPricer-tp1879.html

Hi all,
 
In addition, I could be wrong, but I believe that some of the logic pertaining to the
"if (useAntitheticVariance_)" if statement should be within the for loop.
(The log_drift and log_diffusion are constants in the current implementation).
 
Regards,
Toy.