Path Class Reference
[Monte Carlo framework]

#include <ql/MonteCarlo/path.hpp>

List of all members.


Detailed Description

single factor random walk path pricer

Todo:
should Path include the t=0.0 point? Alternatively all path pricers must be revisited.


Public Member Functions

 Path (const TimeGrid &timeGrid, const Array &drift=Array(), const Array &diffusion=Array())
inspectors
Real operator[] (Size i) const
Size size () const
read/write access to components
const TimeGridtimeGrid () const
TimeGridtimeGrid ()
const Arraydrift () const
Arraydrift ()
const Arraydiffusion () const
Arraydiffusion ()


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