QuantLib_Path man page

Path — single-factor random walk  

Synopsis

#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 $ i $-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 $ i $-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

Detailed Description

single-factor random walk

Note:

the path includes the initial asset value as its first point.

Examples: DiscreteHedging.cpp.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page Path(3) is an alias of QuantLib_Path(3).

Wed Aug 2 2017 Version 1.10 QuantLib