QuantLib_MultiPath (3) Linux Manual Page
QuantLib::MultiPath – Correlated multiple asset paths.
Synopsis
#include <ql/methods/montecarlo/multipath.hpp>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
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.