Correlated multiple asset paths. More...

#include <ql/methods/montecarlo/multipath.hpp>

Public Member Functions
	MultiPath (Size nAsset, const TimeGrid &timeGrid)

	MultiPath (const std::vector< Path > &multiPath)

inspectors
Size	assetNumber () const

Size	pathSize () const

read/write access to components
const Path &	operator[] (Size j) const

const Path &	at (Size j) const

Path &	operator[] (Size j)

Path &	at (Size j)

Detailed Description

Correlated multiple asset paths.

MultiPath contains the list of paths for each asset, i.e., multipath[j] is the path followed by the j-th asset.

Public Member Functions