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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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single-factor random walk More...
#include <path.hpp>
Collaboration diagram for Path: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.
Here is the call graph for this function:
Here is the caller graph for this function:| Real front | ( | ) | const |
initial asset value
Definition at line 122 of file path.hpp.
Here is the caller graph for this function:| 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 |