Path Class Reference

#include <path.hpp>

List of all members.


Detailed Description

single factor random walk
Examples:

DiscreteHedging.cpp.


Public Member Functions

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


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

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