/*
 Copyright (C) 2007 Richard Gomes

 This file is part of JQuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://jquantlib.org/

 JQuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 . The license is also available online at
 .

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

 JQuantLib is based on QuantLib. http://quantlib.org/
 When applicable, the original copyright notice follows this notice.
 */

/*
 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
 Copyright (C) 2007 StatPro Italia srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 . The license is also available online at
 .

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

package org.jquantlib.methods.montecarlo;

import org.jquantlib.math.randomnumbers.RandomNumberGenerator;
import org.jquantlib.math.statistics.Statistics;

/**
 *
 * General-purpose Monte Carlo model for path samples
 * 

 * The template arguments of this class correspond to available policies for the particular model to be instantiated---i.e., whether
 * it is single- or multi-asset, or whether it should use pseudo-random or low-discrepancy numbers for path generation. Such
 * decisions are grouped in trait classes so as to be orthogonal---see mctraits.hpp for examples.
 * 

 *
 * The constructor accepts two safe references, i.e. two smart pointers, one to a path generator and the other to a path pricer. In
 * case of control variate technique the user should provide the additional control option, namely the option path pricer and the
 * option value.
 *
 * @category mcarlo
 *
 * @author Richard Gomes
 */
public class MonteCarloModel {

	public MonteCarloModel() {
        if (System.getProperty("EXPERIMENTAL")==null)
            throw new UnsupportedOperationException("Work in progress");
	}

//    private PathGeneratorType pathGenerator_;
//    private PathPricerType pathPricer_;

      private S sampleAccumulator_;
//    private boolean isAntitheticVariate_;
//    private PathPricerType cvPathPricer_;
//    private ResultType cvOptionValue_;
//    private boolean isControlVariate_;

	public void addSamples(final int size){
		//  TODO... we have to work on this a bit.

	}

	public S sampleAccumulator(){
		return sampleAccumulator_;
	}


}


//template