#include <ql/MonteCarlo/multipath.hpp>
List of all members.
Detailed Description
Correlated multiple asset paths.
MultiPath contains the list of variations for each asset,
where is the value of the underlying at discretized time . The first index refers to the underlying, the second to the time position MultiPath[j,i]
- Todo:
- rename as MultiAssetPath
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Public Member Functions |
| MultiPath (Size nAsset, const TimeGrid &timeGrid) |
| MultiPath (const std::vector< Path > &multiPath) |
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Size | assetNumber () const |
Size | pathSize () const |
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const Path & | operator[] (Size j) const |
Path & | operator[] (Size j) |
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