Option Call date statistics

Posted by Lapin on
URL: http://quantlib.414.s1.nabble.com/Option-Call-date-statistics-tp5630.html

Hi,

I am trying to add a statistic regarding the call dates during a MC simulation.
since it is a model dependent stat, I intend to add in my engine class.

What is not clear is how to add samples (in fact 1 or 0) in the Stats at the PathPricer level and should the Stats be a member of the pathPricer or the engine class?

Does anyone has a good idea of it?

Regards