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 \( i \)-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 | |
single-factor random walk