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Changeset 168

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Timestamp:
05/16/08 17:52:08 (5 months ago)
Author:
snovik
Message:

New: Kick off Monte Carlo

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  • trunk/QLNet/QLNet/Pricingengines/vanilla/fdconditions.cs

    r166 r168  
    3535        } 
    3636 
    37         public delegate IStepCondition<Vector> stepConditionImpl(); 
    38         protected stepConditionImpl stepConditionImpl_; 
    39         public void setStepCondition(stepConditionImpl impl) { 
     37        protected Func<IStepCondition<Vector>> stepConditionImpl_; 
     38        public void setStepCondition(Func<IStepCondition<Vector>> impl) { 
    4039            stepConditionImpl_ = impl; 
    4140        } 

  • trunk/QLNet/QLNet/QLNet.csproj

    r166 r168  
    161161    <Compile Include="Math\Optimization\Simplex.cs" /> 
    162162    <Compile Include="Math\Optimization\SteepestDescent.cs" /> 
     163    <Compile Include="Math\randomnumbers\mt19937uniformrng.cs" /> 
     164    <Compile Include="Math\randomnumbers\seedgenerator.cs" /> 
    163165    <Compile Include="Math\SampledCurve.cs" /> 
    164166    <Compile Include="Math\Solver1d.cs" /> 
    …… 
    202204    <Compile Include="Methods\lattices\lattice1d.cs" /> 
    203205    <Compile Include="Methods\lattices\tree.cs" /> 
     206    <Compile Include="Methods\montecarlo\sample.cs" /> 
    204207    <Compile Include="Models\CalibrationHelper.cs" /> 
    205208    <Compile Include="Models\model.cs">