Functions  
template<typename LatticeType, typename OptionType> Real  latticeForwardPrice (LatticeType *theLattice, OptionType *theOption) 
template<typename OptionType> Real  monteCarloForwardPrice (OptionType *theOption, int N) 
template<typename OptionType> Real  betaCoefficient (OptionType *theOption, int N) 
template<typename OptionType> Real  controlledMonteCarloForwardPrice (OptionType *theOption, int nPaths) 
template<class OptionType> Real  correlationWithControlVariate (OptionType *theOption, int N) 

The forward price of theOption when priced in theLattice. Read the source code to see what member functions the types LatticeType and OptionType must implement.
The routine is written under the assumption that the transition probabilities are computed by the lattice and are both time and state independent. This is rather restrictive but true for the lattices we consider. The code can easily be rewritten to cover the general case of both time and state dependent transition probabilities. Simply define
Please read the source code to determine the precise syntactic assumptions which the code makes about the type of lattice Definition at line 95 of file Pricing.h. References Array1D< S >::getDimension(), and Real. 

The forward price of theOption computed from N sample payoffs compounded forward to the horizon. 

The beta coefficient of option payoff and control variate computed from N forwardPayoff  controlVariate pairs (book, 2.8). See controlledMonteCarloForwardPrice for the assumptions. Definition at line 178 of file Pricing.h. References N(), Real, and LiborFunctional::X(). Referenced by controlledMonteCarloForwardPrice(). 

The forward price of theOption computed from nPaths paths of thePathGenerator supplied by the option and using the control variate implemented for the option. See book, 2.8. Definition at line 208 of file Pricing.h. References betaCoefficient(), and Real. 

The correlation of the forward payoff of theOption with its control variate computed from N paths of thePathGenerator supplied by the option. 