int nbPaths, int nbSteps, Time horizon, BigNatural seed,

bool antithetic_variates,

double *res) {

typedef PseudoRandom::rsg_type rsg_type;

typedef MultiPathGenerator<rsg_type>::sample_type sample_type;

Time length = horizon;

Size timeSteps = nbSteps;

boost::shared_ptr<StochasticProcess> sp = process;

Size assets = sp->factors();

rsg_type rsg = PseudoRandom::make_sequence_generator(timeSteps*assets,

seed);

MultiPathGenerator<rsg_type> generator(sp, TimeGrid(length, timeSteps),

rsg, false);

// res(nbPaths+1, nbSteps+1)

// time steps in first row

double dt = length/nbSteps;

for (int j=0; j<=nbSteps; ++j)

res[(0*nbSteps)+j] = dt*j;

// fill simulated paths

for (int i=0; i<nbPaths; ++i) {

const bool antithetic = (i%2)==0 ? false : true;

sample_type sample = antithetic_variates ?

(antithetic ? generator.antithetic()

: generator.next())

: generator.next();

Path p1 = sample.value[0];

int j=0;

for (Path::iterator ip = p1.begin(); ip<p1.end(); ++ip) {

res[(i+1)*(nbSteps+1)+j] = (*ip);

j++;

};

};