MultiPath (3) - Linux Manuals

MultiPath: Correlated multiple asset paths.


QuantLib::MultiPath - Correlated multiple asset paths.


#include <ql/methods/montecarlo/multipath.hpp>

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

const Path & operator[] (Size j) const

const Path & at (Size j) const

Path & operator[] (Size j)

Path & at (Size j)

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.


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