Niels Elken Sønderby 2003
NesQuant - http://www.nielses.dk/quantlib/nesquant
NesQuant is an extension to QuantLib - http://quantlib.org/

Based on QuantLib 0.3.3

In order to compile with QuantLib make the following modifications to the file
ql/MonteCarlo/pathgenerator.hpp

line 52 and 53 should read:
            virtual const sample_type& next() const;
            virtual const sample_type& antithetic() const;

line 57 should read:
          protected: