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…tep to return vectors of results
BREAKING CHANGE:
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This pull request introduces a major refactor of the codebase to improve modularity, clarity, and support for advanced Monte Carlo simulation techniques. The core logic has been reorganized into more focused components, new abstractions have been introduced for payoffs, estimators, and variance reduction strategies, and support for control variates and antithetic variates has been added. Additionally, the codebase now uses a more organized folder structure and includes new engine and strategy abstractions.
Key changes:
1. Major Refactor and Architectural Improvements
Estimator.hpp,Manager.hpp,PathGenerator.hpp,Payoff.hpp,RandomGenerator.hpp,StochasticProcess.hpp,NumericalScheme.hpp,VarianceReductionStrategy.hppremoved; new files likecore/types.hpp,engine/engine.hpp,estimator/control_variate_estimator.hppadded). [1] [2] [3] [4] [5] [6] [7] [8] [9] [10] [11]Engineclass inengine/engine.hpp) to manage strategies and parallel execution.ControlVariateEstimatorinestimator/control_variate_estimator.hpp).2. Variance Reduction and Payoff Abstractions
3. Core Types and Concepts
Path,Normals,Payoffs) in a newcore/types.hppfile for consistency across modules.4. Documentation and Metadata
.cz.yamlto reflect the new version.cmake/README.md).These changes make the codebase more modular and maintainable, and lay the groundwork for advanced simulation features and multi-threaded execution.