QuantLib 0.3.11
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Reference manual
MultiPath Class Reference
[Monte Carlo framework]
#include <ql/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 |
| Path & | operator[] (Size j) |
