QuantLib 0.3.6
User manual
Introduction to QuantLib
QuantLib components
Reference manual
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Path Class Reference#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.
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Public Member Functions |
| Path (const TimeGrid &timeGrid, const Array &drift=Array(), const Array &diffusion=Array()) |
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double | operator[] (int i) const |
Size | size () const |
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const TimeGrid & | timeGrid () const |
TimeGrid & | timeGrid () |
const Array & | drift () const |
Array & | drift () |
const Array & | diffusion () const |
Array & | diffusion () |
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