Correlated multiple asset paths. More...

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

Collaboration diagram for MultiPath:

Public Member Functions
	MultiPath ()=default

	MultiPath (Size nAsset, const TimeGrid &timeGrid)

	MultiPath (std::vector< Path > multiPath)

inspectors
Size	assetNumber () const

Size	pathSize () const

read/write access to components
std::vector< Path >	multiPath_

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.

Definition at line 39 of file multipath.hpp.

Constructor & Destructor Documentation

◆ MultiPath() [1/3]

MultiPath ( )

default

◆ MultiPath() [2/3]

MultiPath	(	Size	nAsset,
		const TimeGrid &	timeGrid
	)

Definition at line 64 of file multipath.hpp.

◆ MultiPath() [3/3]

MultiPath ( std::vector< Path > multiPath )

Definition at line 69 of file multipath.hpp.

Member Function Documentation

◆ assetNumber()

Size assetNumber ( ) const

Definition at line 47 of file multipath.hpp.

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◆ pathSize()

Size pathSize ( ) const

Definition at line 48 of file multipath.hpp.

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◆ operator[]() [1/2]

const Path & operator[] ( Size j ) const

Definition at line 52 of file multipath.hpp.

◆ at() [1/2]

const Path & at ( Size j ) const

Definition at line 53 of file multipath.hpp.

◆ operator[]() [2/2]

Path & operator[] ( Size j )

Definition at line 54 of file multipath.hpp.

◆ at() [2/2]

Path & at ( Size j )

Definition at line 55 of file multipath.hpp.

Member Data Documentation

◆ multiPath_

std::vector<Path> multiPath_

private

Definition at line 58 of file multipath.hpp.

Public Member Functions

read/write access to components