QuantLib: MultiPath Class Reference (original) (raw)
Correlated multiple asset paths. More...
#include <ql/methods/montecarlo/multipath.hpp>
| Public Member Functions | |
|---|---|
| MultiPath (Size nAsset, const TimeGrid &timeGrid) | |
| MultiPath (std::vector< Path > multiPath) | |
| inspectors | |
| Size | assetNumber () const |
| Size | pathSize () const |
| read/write access to components | |
|---|---|
| const Path & | operator[] (Size j) const |
| const Path & | at (Size j) const |
| Path & | operator[] (Size j) |
| Path & | at (Size j) |
Detailed Description
Correlated multiple asset paths.
MultiPath contains the list of paths for each asset, i.e., multipath[j] is the path followed by the j-th asset.