QuantLib_MultiPath (3) - Linux Man Pages
QuantLib_MultiPath: Correlated multiple asset paths.
QuantLib::MultiPath - Correlated multiple asset paths.
Public Member Functions
MultiPath (Size nAsset, const TimeGrid &timeGrid)
MultiPath (const std::vector< Path > &multiPath)
Size assetNumber () const
Size pathSize () const
read/write access to components
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.
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