Constructors
constructor
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Parameters
-
-
Default value values: Real[] = []
Properties
Private _timeGrid
Private _values
Accessors
back
- get back(): Real
- set back(v: Real): void
-
-
Parameters
Returns void
front
- get front(): Real
- set front(v: Real): void
-
-
Parameters
Returns void
Methods
at
-
Parameters
empty
-
Returns boolean
length
-
set
-
Parameters
Returns void
time
-
Parameters
timeGrid
-
value
-
Parameters
values
-
Returns Real[]
single-factor random walk
the path includes the initial asset value as its first point.