/// <summary>
/// Initialize a new MonteCarloModel optionally using control variate techniques.
/// </summary>
/// <remarks>
/// In order to use the control variate technique, the user should provide the
/// additional control option, namely the <paramref name="cvPathPricer"/> and
/// the <paramref name="cvOptionValue"/>.
/// </remarks>
/// <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>
/// <param name="cvPathPricer">
/// The control variate <see cref="PathPricer"/> or
/// null (<b>Nothing</b> in Visual Basic).
/// </param>
/// <param name="cvOptionValue">
/// The option value in case of using a <paramref name="cvPathPricer"/>.
/// </param>
public MonteCarloModel(PathGenerator pathGenerator,
PathPricer pathPricer, RiskStatistics sampleAccumulator,
PathPricer cvPathPricer, double cvOptionValue)
{
_pathGenerator = pathGenerator;
_pathPricer = pathPricer;
SampleAccumulator = sampleAccumulator;
_cvPathPricer = cvPathPricer;
_cvOptionValue = cvOptionValue;
}
/// <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)
{
}
/// <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())
{
}
