Correlated multiple asset paths. More...
#include <ql/methods/montecarlo/multipath.hpp>
| Public Member Functions | |
| MultiPath (Size nAsset, const TimeGrid &timeGrid) | |
| MultiPath (const std::vector< Path > &multiPath) | |
| inspectors | |
| 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) | 
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.