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Sourcecode: quantlib version File versions  Download package

QuantLib::Path Class Reference

#include <path.hpp>

List of all members.


Detailed Description

single-factor random walk

Note:
the path includes the initial asset value as its first point.

Definition at line 39 of file path.hpp.


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

Public Member Functions

 Path (const TimeGrid &timeGrid, const Array &values=Array())
inspectors
Realat (Size i)
Real at (Size i) const
Realback ()
Real back () const
 final asset value
bool empty () const
Realfront ()
Real front () const
 initial asset value
Size length () const
Realoperator[] (Size i)
Real operator[] (Size i) const
 asset value at the $ i $-th point
Time time (Size i) const
 time at the $ i $-th point
const TimeGridtimeGrid () const
 time grid
Realvalue (Size i)
Real value (Size i) const

Private Attributes

TimeGrid timeGrid_
Array values_

The documentation for this class was generated from the following file:

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