- QuantLib
- Path
 
single-factor random walk More...
#include <ql/methods/montecarlo/path.hpp>
| Public Member Functions | |
| Path (const TimeGrid &timeGrid, const Array &values=Array()) | |
| inspectors | |
| bool | empty () const | 
| Size | length () const | 
| Real | operator[] (Size i) const | 
| asset value at the  -th point | |
| 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  -th point | |
| Real | front () const | 
| initial asset value | |
| Real & | front () | 
| Real | back () const | 
| final asset value | |
| Real & | back () | 
| const TimeGrid & | timeGrid () const | 
| time grid | |
| iterators | |
| typedef Array::const_iterator | iterator | 
| typedef Array::const_reverse_iterator | reverse_iterator | 
| iterator | begin () const | 
| iterator | end () const | 
| reverse_iterator | rbegin () const | 
| reverse_iterator | rend () const | 
single-factor random walk