MultiPath Class Reference
[Monte Carlo framework]

#include <ql/methods/montecarlo/multipath.hpp>

List of all members.


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.


Public Member Functions

 MultiPath (Size nAsset, const TimeGrid &timeGrid)
 MultiPath (const std::vector< Path > &multiPath)
inspectors
Size assetNumber () const
Size pathSize () const
read/write access to components
const Pathoperator[] (Size j) const
const Pathat (Size j) const
Pathoperator[] (Size j)
Pathat (Size j)