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<div id="projectbrief">A free/open-source library for quantitative finance</div>
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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_multi_path.html">MultiPath</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
<a href="class_quant_lib_1_1_multi_path-members.html">List of all members</a> </div>
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<div class="title">MultiPath Class Reference<div class="ingroups"><a class="el" href="group__mcarlo.html">Monte Carlo framework</a></div></div> </div>
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<p>Correlated multiple asset paths.
<a href="class_quant_lib_1_1_multi_path.html#details">More...</a></p>
<p><code>#include <ql/methods/montecarlo/multipath.hpp></code></p>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:ad6de2a992badf085d6250b9d6ebed0be"><td class="memItemLeft" align="right" valign="top"><a id="ad6de2a992badf085d6250b9d6ebed0be"></a>
 </td><td class="memItemRight" valign="bottom"><b>MultiPath</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> nAsset, const <a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a> &timeGrid)</td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>MultiPath</b> (const std::vector< <a class="el" href="class_quant_lib_1_1_path.html">Path</a> > &multiPath)</td></tr>
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<tr><td colspan="2"><div class="groupHeader">inspectors</div></td></tr>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>assetNumber</b> () const</td></tr>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>pathSize</b> () const</td></tr>
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read/write access to components</h2></td></tr>
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const <a class="el" href="class_quant_lib_1_1_path.html">Path</a> & </td><td class="memItemRight" valign="bottom"><b>operator[]</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> j) const</td></tr>
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const <a class="el" href="class_quant_lib_1_1_path.html">Path</a> & </td><td class="memItemRight" valign="bottom"><b>at</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> j) const</td></tr>
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<a class="el" href="class_quant_lib_1_1_path.html">Path</a> & </td><td class="memItemRight" valign="bottom"><b>operator[]</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> j)</td></tr>
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<a class="el" href="class_quant_lib_1_1_path.html">Path</a> & </td><td class="memItemRight" valign="bottom"><b>at</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> j)</td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Correlated multiple asset paths. </p>
<p><a class="el" href="class_quant_lib_1_1_multi_path.html" title="Correlated multiple asset paths.">MultiPath</a> contains the list of paths for each asset, i.e., multipath[j] is the path followed by the j-th asset. </p>
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