Class MultiPath

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.

Hierarchy

MultiPath

Index

Properties

_multiPath

Methods

Properties

Private _multiPath

_multiPath: Path[]

Methods

assetNumber

assetNumber(): Size

- Defined in ql/methods/montecarlo/multipath.ts:36
Returns Size

at

at(j: Size): Path

- Defined in ql/methods/montecarlo/multipath.ts:43
Parameters
- j: Size
Returns Path

init1

init1(nAsset: Size, timeGrid: TimeGrid): MultiPath

- Defined in ql/methods/montecarlo/multipath.ts:18
Parameters
- nAsset: Size
- timeGrid: TimeGrid
Returns MultiPath

init2

init2(multiPath: Path[]): MultiPath

- Defined in ql/methods/montecarlo/multipath.ts:31
Parameters
- multiPath: Path[]
Returns MultiPath

pathSize

pathSize(): Size

- Defined in ql/methods/montecarlo/multipath.ts:39
Returns Size