QuantLib_MultiPath man page

MultiPath — Correlated multiple asset paths.  


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

Public Member Functions

MultiPath (Size nAsset, const TimeGrid &timeGrid)
MultiPath (const std::vector< Path > &multiPath)


Size assetNumber () const
Size pathSize () const

read/write access to components

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.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages assetNumber(3), MultiPath(3) and pathSize(3) are aliases of QuantLib_MultiPath(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib