package org.jquantlib.model.marketmodels;
/**
* Engine collecting cash flows along a market-model simulation
*
* @author Ueli Hofstetter
*/
// TODO: code review :: license, class comments, comments for access modifiers, comments for @Override
// TODO: code review :: please verify against QL/C++ code
public class AccountingEngine {
public AccountingEngine(
final MarketModelEvolver evolver,
final Object /* const Clone& product*/ Mark,
final /*@Real*/ double initialNumeraireValue) {
if (System.getProperty("EXPERIMENTAL") == null)
throw new UnsupportedOperationException("Work in progress");
}
// void multiplePathValues(SequenceStatistics& stats,
// Size numberOfPaths);
// private:
// Real singlePathValues(std::vector& values);
//
// boost::shared_ptr evolver_;
// Clone product_;
//
// Real initialNumeraireValue_;
// Size numberProducts_;
//
// // workspace
// std::vector numerairesHeld_;
// std::vector numberCashFlowsThisStep_;
// std::vector >
// cashFlowsGenerated_;
// std::vector discounters_;
}
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