/*
 * MonteCarloSimulation.h
 *
 *  Created on: 20.05.2011
 *      Author: sven
 */

#ifndef MONTECARLOSIMULATION_H_
#define MONTECARLOSIMULATION_H_

#include "Parametrisation.h"
#include "CholeskyDecomposition.h"

#include <vector>

typedef std::vector< std::vector<double> > SimulatedCourseChanges;

class MonteCarloSimulation {
public:
	MonteCarloSimulation();
	virtual ~MonteCarloSimulation();
	void doSimulations(const Parametrisation& param, const CholeskyDecomposition& cholDecomp);
private:
	SimulatedCourseChanges mOneDaySimulatedCourseChanges;
	SimulatedCourseChanges mTenDaySimulatedCourseChanges;
};

#endif /* MONTECARLOSIMULATION_H_ */