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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap 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
 <quantlib-dev@lists.sf.net>. 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.

/*! \file mcmaxbasket.hpp
    \brief Max Basket Monte Carlo pricer

#ifndef quantlib_max_basket_pricer_h
#define quantlib_max_basket_pricer_h

#include <ql/Pricers/mcpricer.hpp>
#include <ql/yieldtermstructure.hpp>
#include <ql/voltermstructure.hpp>

namespace QuantLib {

    //! simple example of multi-factor Monte Carlo pricer
00034     class McMaxBasket
        : public McPricer<MultiAsset<PseudoRandom> > {
               const std::vector<Real>& underlyings,
               const std::vector<Handle<YieldTermStructure> >& dividendYields,
               const Handle<YieldTermStructure>& riskFreeRate,
               const std::vector<Handle<BlackVolTermStructure> >& volatilities,
               const Matrix& correlation,
               Time residualTime,
               BigNatural seed = 0);



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