//--------------------------------------------------------------------------
Distribution LossDistMonteCarlo::operator()(const vector<Real>& nominals,
const vector<Real>& probabilities) const {
//--------------------------------------------------------------------------
Distribution dist (nBuckets_, 0.0, maximum_);
// KnuthUniformRng rng(seed_);
// LecuyerUniformRng rng;
MersenneTwisterUniformRng rng;
for (Size i = 0; i < simulations_; i++) {
double e = 0;
for (Size j = 0; j < nominals.size(); j++) {
Real r = rng.next().value;
if (r <= probabilities[j])
e += nominals[j];
}
dist.add (e + epsilon_);
}
dist.normalize();
return dist;
}
