Path Class Reference
[Monte Carlo framework]

#include <ql/MonteCarlo/path.hpp>

List of all members.


Detailed Description

single-factor random walk

Note:
the path includes the initial asset value as its first point.
Examples:

DiscreteHedging.cpp.


iterators

typedef Array::const_iterator iterator
typedef Array::const_reverse_iterator reverse_iterator
iterator begin () const
iterator end () const
reverse_iterator rbegin () const
reverse_iterator rend () const

Public Member Functions

 Path (const TimeGrid &timeGrid, const Array &values=Array())
inspectors
bool empty () const
Size length () const
Real operator[] (Size i) const
 asset value at the $ i $ -th point
Realoperator[] (Size i)
Real value (Size i) const
Realvalue (Size i)
Time time (Size i) const
 time at the $ i $ -th point
Real front () const
 initial asset value
Realfront ()
Real back () const
 final asset value
Realback ()
const TimeGridtimeGrid () const
 time grid


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