Path Class Reference

single-factor random walk More...

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

Public Member Functions
	Path (TimeGrid timeGrid, 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.