- 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