Path Class Reference
[Monte Carlo framework]
#include <ql/methods/montecarlo/path.hpp>
Detailed Description
single-factor random walk
- Note:
- the path includes the initial asset value as its first point.
- Examples:
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 ![]() | |
Real | at (Size i) const |
Real & | operator[] (Size i) |
Real & | at (Size i) |
Real | value (Size i) const |
Real & | value (Size i) |
Time | time (Size i) const |
time at the ![]() | |
Real | front () const |
initial asset value | |
Real & | front () |
Real | back () const |
final asset value | |
Real & | back () |
const TimeGrid & | timeGrid () const |
time grid |