MultiPath Class Reference

Correlated multiple asset paths. More...

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

Public Member Functions
	MultiPath (Size nAsset, const TimeGrid &timeGrid)
	MultiPath (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)

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.