QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
MultiPath Class Reference

Correlated multiple asset paths. More...

#include <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< PathmultiPath_
 
const Pathoperator[] (Size j) const
 
const Pathat (Size j) const
 
Pathoperator[] (Size j)
 
Pathat (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.