Bug in MCAmericanBasketEngine class
Posted by Joseph Wang on Oct 09, 2005; 10:13am
URL: http://quantlib.414.s1.nabble.com/Bug-in-MCAmericanBasketEngine-class-tp4110.html
Can you add the following lines and see if it fixes things....
If it works I'll write a regression test case for it, and check it into CVS.
std::vector<MultiPath> multipaths(N);
for (i=0; i<N/2; i++) {
multipaths[i] = multipathGenerator->next().value;
multipaths[N/2+i] = multipathGenerator->antithetic().value;
}
// Add an extra path if N is odd
if (N % 2 == 1) {
multipaths[N-1] = multipathGenerator->next().value;
}