QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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single-factor random walk More...
#include <path.hpp>
Public Member Functions | |
Path (TimeGrid timeGrid, Array values=Array()) | |
inspectors | |
bool | empty () const |
Size | length () const |
Real | operator[] (Size i) const |
asset value at the \( i \)-th point More... | |
Real | at (Size i) const |
Real & | operator[] (Size i) |
Real & | at (Size i) |
Real | value (Size i) const |
Real & | value (Size i) |
Time | time (Size i) const |
time at the \( i \)-th point More... | |
Real | front () const |
initial asset value More... | |
Real & | front () |
Real | back () const |
final asset value More... | |
Real & | back () |
const TimeGrid & | timeGrid () const |
time grid More... | |
iterators | |
typedef Array::const_iterator | iterator |
typedef Array::const_reverse_iterator | reverse_iterator |
TimeGrid | timeGrid_ |
Array | values_ |
iterator | begin () const |
iterator | end () const |
reverse_iterator | rbegin () const |
reverse_iterator | rend () const |
single-factor random walk
typedef Array::const_iterator iterator |
bool empty | ( | ) | const |
Size length | ( | ) | const |
Definition at line 94 of file path.hpp.
Real front | ( | ) | const |
initial asset value
Definition at line 122 of file path.hpp.
Real back | ( | ) | const |
const TimeGrid & timeGrid | ( | ) | const |
Path::iterator begin | ( | ) | const |
Path::iterator end | ( | ) | const |
Path::reverse_iterator rbegin | ( | ) | const |
Path::reverse_iterator rend | ( | ) | const |