MultiPath Class Reference
[Monte Carlo framework]
#include <ql/methods/montecarlo/multipath.hpp>
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 Path & | operator[] (Size j) const |
const Path & | at (Size j) const |
Path & | operator[] (Size j) |
Path & | at (Size j) |