QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Correlated multiple asset paths. More...
#include <multipath.hpp>
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) |
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.
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default |
Definition at line 64 of file multipath.hpp.
Definition at line 69 of file multipath.hpp.
Size assetNumber | ( | ) | const |
Size pathSize | ( | ) | const |
Definition at line 52 of file multipath.hpp.
Definition at line 53 of file multipath.hpp.
Definition at line 54 of file multipath.hpp.
Definition at line 55 of file multipath.hpp.
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private |
Definition at line 58 of file multipath.hpp.