McSimulation - controlPathPricer and controlPricingEngine

Posted by Toyin Akin-4 on
URL: http://quantlib.414.s1.nabble.com/compiling-with-Dev-C-tp2557p2559.html

Hi guys,

Long time...

I'm currently playing with the McSimulation class and you currently have 2
functions defined

controlPricingEngine() and controlPathPricer().

I understand the need for them, used higher up in the MCEuropeanEngine
class, I just don't understand what actually
gets returned. Does it always return null, or is it a instance of the stored
"path_pricer_type" in the case of the
controlPathPricer() function.

The controlPricingEngine() looks even more baffling as it refers to the
abstract base class "PricingEngine" and this
function has not been overloaded higher up.

I guess the question I am really asking is what does : return
Handle<PricingEngine>() actually do!!

Forgive me if this is a stupid question. You guys sure know how to use
advanced features of templates!!

Another question, any plans to implement the calculate() function of the
FDVanillaEngine?

Best Regards,
Toyin Akin.