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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_path.html">Path</a></div>
<h1>Path Class Reference<br>
<small>
[<a class="el" href="group__mcarlo.html">Monte Carlo framework</a>]</small>
</h1><!-- doxytag: class="QuantLib::Path" --><code>#include <ql/methods/montecarlo/path.hpp></code>
<p>
<p>
<a href="class_quant_lib_1_1_path-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
single-factor random walk
<p>
<dl class="note" compact><dt><b>Note:</b></dt><dd>the path includes the initial asset value as its first point. </dd></dl>
<dl compact><dt><b>Examples: </b></dt><dd>
<p>
<a class="el" href="_discrete_hedging_8cpp-example.html#_a11">DiscreteHedging.cpp</a>.</dl><table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>iterators</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7191cb1b9aebad81ba4b19e9f0abac41"></a><!-- doxytag: member="QuantLib::Path::iterator" ref="7191cb1b9aebad81ba4b19e9f0abac41" args="" -->
typedef Array::const_iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="096f9315b4acef7a25c449ca6ea8aee9"></a><!-- doxytag: member="QuantLib::Path::reverse_iterator" ref="096f9315b4acef7a25c449ca6ea8aee9" args="" -->
typedef <br>
Array::const_reverse_iterator </td><td class="memItemRight" valign="bottom"><b>reverse_iterator</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6b6603de814d357dc040ed01a9498d0c"></a><!-- doxytag: member="QuantLib::Path::begin" ref="6b6603de814d357dc040ed01a9498d0c" args="() const " -->
iterator </td><td class="memItemRight" valign="bottom"><b>begin</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9c74dee2134f7940921cfe6f8180a986"></a><!-- doxytag: member="QuantLib::Path::end" ref="9c74dee2134f7940921cfe6f8180a986" args="() const " -->
iterator </td><td class="memItemRight" valign="bottom"><b>end</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="76d1fc4c08855a94c8749e9f41649c33"></a><!-- doxytag: member="QuantLib::Path::rbegin" ref="76d1fc4c08855a94c8749e9f41649c33" args="() const " -->
reverse_iterator </td><td class="memItemRight" valign="bottom"><b>rbegin</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ebc3be647c9dce002d454069451aba9f"></a><!-- doxytag: member="QuantLib::Path::rend" ref="ebc3be647c9dce002d454069451aba9f" args="() const " -->
reverse_iterator </td><td class="memItemRight" valign="bottom"><b>rend</b> () const </td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="97c525e0b5ef5934bbf609fa33e9bab4"></a><!-- doxytag: member="QuantLib::Path::Path" ref="97c525e0b5ef5934bbf609fa33e9bab4" args="(const TimeGrid &timeGrid, const Array &values=Array())" -->
</td><td class="memItemRight" valign="bottom"><b>Path</b> (const <a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a> &timeGrid, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &values=<a class="el" href="class_quant_lib_1_1_array.html">Array</a>())</td></tr>
<tr><td colspan="2"><div class="groupHeader">inspectors</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c6e61de369e994009e36f344f99c15ad"></a><!-- doxytag: member="QuantLib::Path::empty" ref="c6e61de369e994009e36f344f99c15ad" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>empty</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0004e5f7457adee64d3a05ee24509aaa"></a><!-- doxytag: member="QuantLib::Path::length" ref="0004e5f7457adee64d3a05ee24509aaa" args="() const " -->
<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>length</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e07c86cdf4eda1646caab8017e38bfd8"></a><!-- doxytag: member="QuantLib::Path::operator[]" ref="e07c86cdf4eda1646caab8017e38bfd8" args="(Size i) const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path.html#e07c86cdf4eda1646caab8017e38bfd8">operator[]</a> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">asset value at the <img class="formulaInl" alt="$ i $" src="form_60.png">-th point <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a2a3b2bafacf0f06b9be120b0b100ace"></a><!-- doxytag: member="QuantLib::Path::at" ref="a2a3b2bafacf0f06b9be120b0b100ace" args="(Size i) const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>at</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="101a709206ec7812f7f95cad473a3cad"></a><!-- doxytag: member="QuantLib::Path::operator[]" ref="101a709206ec7812f7f95cad473a3cad" args="(Size i)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> & </td><td class="memItemRight" valign="bottom"><b>operator[]</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef1835418a9f584646a69e5b07c1fb71"></a><!-- doxytag: member="QuantLib::Path::at" ref="ef1835418a9f584646a69e5b07c1fb71" args="(Size i)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> & </td><td class="memItemRight" valign="bottom"><b>at</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="72ae2e219d43e0a6d8c0e16dec878bad"></a><!-- doxytag: member="QuantLib::Path::value" ref="72ae2e219d43e0a6d8c0e16dec878bad" args="(Size i) const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>value</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0fddf660c31f55b9332f76c1c9c1c63c"></a><!-- doxytag: member="QuantLib::Path::value" ref="0fddf660c31f55b9332f76c1c9c1c63c" args="(Size i)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> & </td><td class="memItemRight" valign="bottom"><b>value</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="91dfebfe8158f3ff280387f0c21f2a38"></a><!-- doxytag: member="QuantLib::Path::time" ref="91dfebfe8158f3ff280387f0c21f2a38" args="(Size i) const " -->
<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path.html#91dfebfe8158f3ff280387f0c21f2a38">time</a> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">time at the <img class="formulaInl" alt="$ i $" src="form_60.png">-th point <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="df80e67a5954b0635539898d1de0bac3"></a><!-- doxytag: member="QuantLib::Path::front" ref="df80e67a5954b0635539898d1de0bac3" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path.html#df80e67a5954b0635539898d1de0bac3">front</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">initial asset value <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a525610a679a070be58fbe9319306c38"></a><!-- doxytag: member="QuantLib::Path::front" ref="a525610a679a070be58fbe9319306c38" args="()" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> & </td><td class="memItemRight" valign="bottom"><b>front</b> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="617738d98f10c8d121b9a738e4bb3aee"></a><!-- doxytag: member="QuantLib::Path::back" ref="617738d98f10c8d121b9a738e4bb3aee" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path.html#617738d98f10c8d121b9a738e4bb3aee">back</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">final asset value <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8397a37a7d51cd9c8e8245115a5e547d"></a><!-- doxytag: member="QuantLib::Path::back" ref="8397a37a7d51cd9c8e8245115a5e547d" args="()" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> & </td><td class="memItemRight" valign="bottom"><b>back</b> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6726e8faccac2e47434227100ca52e60"></a><!-- doxytag: member="QuantLib::Path::timeGrid" ref="6726e8faccac2e47434227100ca52e60" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path.html#6726e8faccac2e47434227100ca52e60">timeGrid</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">time grid <br></td></tr>
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