Class Path

single-factor random walk

the path includes the initial asset value as its first point.

Hierarchy

Path

Index

Constructors

constructor

Properties

Accessors

back
front

Methods

Constructors

constructor

new Path(timeGrid: TimeGrid, values?: Real[]): Path

- Defined in ql/methods/montecarlo/path.ts:13
Parameters
- timeGrid: TimeGrid
- Default value values: Real[] = []
Returns Path

Properties

Private _timeGrid

_timeGrid: TimeGrid

Private _values

_values: Real[]

Accessors

back

get back(): Real
set back(v: Real): void

- Defined in ql/methods/montecarlo/path.ts:62
Returns Real
- Defined in ql/methods/montecarlo/path.ts:65
Parameters
- v: Real
Returns void

front

get front(): Real
set front(v: Real): void

- Defined in ql/methods/montecarlo/path.ts:55
Returns Real
- Defined in ql/methods/montecarlo/path.ts:58
Parameters
- v: Real
Returns void

Methods

at

at(i: Size): Real

- Defined in ql/methods/montecarlo/path.ts:34
asset value at the $ i $-th point

Parameters
- i: Size
Returns Real

empty

empty(): boolean

- Defined in ql/methods/montecarlo/path.ts:25
Returns boolean

length

length(): Size

- Defined in ql/methods/montecarlo/path.ts:29
Returns Size

set

set(i: Size, v: Real): void

- Defined in ql/methods/montecarlo/path.ts:38
Parameters
- i: Size
- v: Real
Returns void

time

time(i: Size): Time

- Defined in ql/methods/montecarlo/path.ts:51
time at the $ i $-th point

Parameters
- i: Size
Returns Time

timeGrid

timeGrid(): TimeGrid

- Defined in ql/methods/montecarlo/path.ts:69
Returns TimeGrid

value

value(i: Size): Real

- Defined in ql/methods/montecarlo/path.ts:42
Parameters
- i: Size
Returns Real

values

values(): Real[]

- Defined in ql/methods/montecarlo/path.ts:46
Returns Real[]