Manto carlo: MCEuropeanEngine

Hi,

I am trying to understand the monte carlo in QuantLib. However, I am getting errors when i try to call the MCEuropeanEngine.

The error is as follows:

myMC.cpp: In function ‘int main()’:
myMC.cpp:55: error: expected type-specifier before ‘MCEuropeanEngine’
myMC.cpp:55: error: expected `)' before ‘MCEuropeanEngine’
/home/Risco/Cxx/Quant/BoostLib/include/boost-1_38/boost/shared_ptr.hpp: In constructor ‘boost::shared_ptr< <template-parameter-1-1> >::shared_ptr(Y*) [with Y = int, T = QuantLib::PathPricer<QuantLib::Path, double>]’:
myMC.cpp:57:   instantiated from here
/home/Risco/Cxx/Quant/BoostLib/include/boost-1_38/boost/shared_ptr.hpp:183: error: cannot convert ‘int*’ to ‘QuantLib::PathPricer<QuantLib::Path, double>*’ in initialization

The error is from this line of the code

boost::shared_ptr<PathPricer<Path> > myPathPricer(new MCEuropeanEngine(diffusion, timeSteps, timeStepsPerYear,
         brownianBridge, antitheticVariate, controlVariate,
         requiredSamples, requiredTolerance, maxSamples, seed));

I have also attached the full code below as its very short. I can not understand why it says it expected a type specifier before MCEuropeanEngine if its a class template within QuantLib:

#include <ql/quantlib.hpp>
#include <boost/timer.hpp>
#include <iostream>
#include <iomanip>

using namespace QuantLib;

int main()
{

    Calendar calendar = TARGET();
    Date today = Date::todaysDate();
    DayCounter dayCount = Actual365Fixed();
    Rate r_ = 0.05;
    Real s0_ = 0.10;
    Volatility sigma_ = 0.20;
    Size nTimeSteps = 1;
    Time maturity_ = 1.0/12.0;

    Size timeSteps = 1;
    Size timeStepsPerYear = 1000;
    bool antitheticVariate = false;
    bool controlVariate = false;
    Size requiredSamples = 1000;
    Real requiredTolerance = 0.001;
    Size maxSamples = 1000;
    BigNatural seed = 42;

// calculate Input parameters from the BlackScholesMertonProcess
    Handle<Quote> stateVariable(
                          boost::shared_ptr<Quote>(new SimpleQuote(s0_)));
    Handle<YieldTermStructure> riskFreeRate(
                          boost::shared_ptr<YieldTermStructure>(
                                      new FlatForward(today, r_, dayCount)));
    Handle<YieldTermStructure> dividendYield(
                          boost::shared_ptr<YieldTermStructure>(
                                      new FlatForward(today, 0.0, dayCount)));
    Handle<BlackVolTermStructure> volatility(
                          boost::shared_ptr<BlackVolTermStructure>(
                               new BlackConstantVol(today, calendar, sigma_, dayCount)));
boost::shared_ptr<StochasticProcess1D> diffusion(
                   new BlackScholesMertonProcess(stateVariable, dividendYield,
                                                 riskFreeRate, volatility));

    PseudoRandom::rsg_type rsg =
        PseudoRandom::make_sequence_generator(nTimeSteps, 0);

    bool brownianBridge = false;

    typedef SingleVariate<PseudoRandom>::path_generator_type generator_type;
    boost::shared_ptr<generator_type> myPathGenerator(new
        generator_type(diffusion, maturity_, nTimeSteps,
                       rsg, brownianBridge));

boost::shared_ptr<PathPricer<Path> > myPathPricer(new MCEuropeanEngine(diffusion, timeSteps, timeStepsPerYear,
         brownianBridge, antitheticVariate, controlVariate,
         requiredSamples, requiredTolerance, maxSamples, seed));

return 0;
}

Thanx in advance.

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