/// <summary>
/// Initialize a new MonteCarloModel without using control variate techniques.
/// </summary>
/// <param name="pathGenerator">The <see cref="PathGenerator"/> generating single or multiple random walks.</param>
/// <param name="pathPricer">The <see cref="PathPricer"/> calculating the option price on each sample.</param>
/// <param name="sampleAccumulator">A sample accumulator to record statistics.</param>
public MonteCarloModel(PathGenerator pathGenerator,
PathPricer pathPricer, RiskStatistics sampleAccumulator)
: this(pathGenerator, pathPricer, sampleAccumulator, null, 0.0)
{
}
/// <summary>
/// Initializes a new instance of the <see cref="MonteCarloModel"/> class.
/// </summary>
/// <param name="pathGenerator">The path generator.</param>
/// <param name="pathPricer">The path pricer list.</param>
/// <param name="sampleAccumulatorList">The sample accumulators.</param>
public MonteCarloModel(PathGenerator pathGenerator, MultiVarPathPricer pathPricer, List <RiskStatistics> sampleAccumulatorList)
{
_pathGenerator = pathGenerator;
_multiVarPathPricer = pathPricer;
_sampleAccumulatorList = sampleAccumulatorList;
}
/// <overloads>
/// Initialize a new MonteCarloModel.
/// </overloads>
/// <summary>
/// Initialize a new MonteCarloModel without using control variate techniques
/// and using the default <see cref="RiskStatistics"/> accumulator.
/// </summary>
/// <param name="pathGenerator">The <see cref="PathGenerator"/> generating single or multiple random walks.</param>
/// <param name="pathPricer">The <see cref="PathPricer"/> calculating the option price on each sample.</param>
public MonteCarloModel(PathGenerator pathGenerator,
PathPricer pathPricer)
: this(pathGenerator, pathPricer, new RiskStatistics())
{
}
