[continued from previous message]

+++ ./ql/PricingEngines/Barrier/mcbarrierengine.hpp 2004-08-17 21:56:04.049592153 +0200
@@ -174,7 +174,7 @@

// do this with template parameters?
if (isBiased_) {
- return boost::shared_ptr<MCBarrierEngine<RNG,S>::path_pricer_type>(
+ return boost::shared_ptr<typename MCBarrierEngine<RNG,S>::path_pricer_type>(
new BiasedBarrierPathPricer(
arguments_.barrierType,
arguments_.barrier,
@@ -192,7 +192,7 @@
RelinkableHandle<TermStructure> dividend(process->dividendYield());
RelinkableHandle<BlackVolTermStructure> volatility(
process->blackVolatility()); - return boost::shared_ptr<MCBarrierEngine<RNG,S>::path_pricer_type>(
+ return boost::shared_ptr<typename MCBarrierEngine<RNG,S>::path_pricer_type>(
new BarrierPathPricer(
arguments_.barrierType,
arguments_.barrier,
@@ -231,16 +231,16 @@
"not an European Option");

//! Initialize the one-factor Monte Carlo
- if (controlVariate_) {
+ if (this->controlVariate_) {

boost::shared_ptr<path_pricer_type> controlPP =
- controlPathPricer();
+ this->controlPathPricer();
QL_REQUIRE(controlPP,
"engine does not provide "
"control variation path pricer");

boost::shared_ptr<PricingEngine> controlPE =
- controlPricingEngine();
+ this->controlPricingEngine();

QL_REQUIRE(controlPE,
"engine does not provide "
@@ -257,34 +257,34 @@
controlPE->results());
Real controlVariateValue = controlResults->value;

- mcModel_ =
+ this->mcModel_ =
boost::shared_ptr<MonteCarloModel<SingleAsset<RNG>, S> >(
new MonteCarloModel<SingleAsset<RNG>, S>(
pathGenerator(), pathPricer(), stats_type(),
- antitheticVariate_, controlPP,
+ this->antitheticVariate_, controlPP,
controlVariateValue));
*/
} else {
- mcModel_ =
+ this->mcModel_ =
boost::shared_ptr<MonteCarloModel<SingleAsset<RNG>, S> >(
new MonteCarloModel<SingleAsset<RNG>, S>(
pathGenerator(), pathPricer(), S(),
- antitheticVariate_));
+ this->antitheticVariate_));
}

if (requiredTolerance_ != Null<Real>()) {
if (maxSamples_ != Null<Size>())
- value(requiredTolerance_, maxSamples_);
+ this->value(requiredTolerance_, maxSamples_);
else
- value(requiredTolerance_);
+ this->value(requiredTolerance_);
} else {
- valueWithSamples(requiredSamples_);
+ this->valueWithSamples(requiredSamples_);
}

- results_.value = mcModel_->sampleAccumulator().mean();
+ results_.value = this->mcModel_->sampleAccumulator().mean();
if (RNG::allowsErrorEstimate)
results_.errorEstimate =
- mcModel_->sampleAccumulator().errorEstimate();
+ this->mcModel_->sampleAccumulator().errorEstimate();
}

}
diff -urN ../tmp-orig/quantlib-0.3.7/ql/PricingEngines/Basket/mcbasketengine.hpp ./ql/PricingEngines/Basket/mcbasketengine.hpp
--- ../tmp-orig/quantlib-0.3.7/ql/PricingEngines/Basket/mcbasketengine.hpp 2004-05-13 18:30:08.000000000 +0200
+++ ./ql/PricingEngines/Basket/mcbasketengine.hpp 2004-08-17 23:27:30.835473913 +0200
@@ -144,7 +144,7 @@
->stateVariable()->value();
}

- return boost::shared_ptr<MCBasketEngine<RNG,S>::path_pricer_type>(new + return boost::shared_ptr<typename MCBasketEngine<RNG,S>::path_pricer_type>(new
EuropeanMultiPathPricer(
arguments_.basketType,
payoff->optionType(),
@@ -179,16 +179,16 @@
"not an European Option");
*/
//! Initialize the multi-factor Monte Carlo
- if (controlVariate_) {
+ if (this->controlVariate_) {

boost::shared_ptr<path_pricer_type> controlPP =
- controlPathPricer();
+ this->controlPathPricer();
QL_REQUIRE(controlPP,
"engine does not provide "