QuantLib 0.3.11 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

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 -th point Real &  operator[] (Size i) Real  value (Size i) const Real &  value (Size i) Time  time (Size i) const   time at the -th point Real  front () const   initial asset value Real &  front () Real  back () const   final asset value Real &  back () const TimeGrid &  timeGrid () const   time grid

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