org.jquantlib.methods.montecarlo

Class Path

java.lang.Object

org.jquantlib.methods.montecarlo.Path

public class Path
extends java.lang.Object

Single-factor random walk

Constructor Summary

Constructors

Constructor and Description
Path(TimeGrid timeGrid)
Path(TimeGrid timeGrid, double[] values)

Method Summary

Modifier and Type	Method and Description
boolean	empty()
TimeGrid	getTimeGrid_()
double[]	getValues_()
double	getValues_(int i)
int	length()
double	time(int i)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Path

public Path(TimeGrid timeGrid)

Path

public Path(TimeGrid timeGrid,
            double[] values)

Method Detail

getTimeGrid_

public TimeGrid getTimeGrid_()

getValues_

public double[] getValues_()

getValues_

public double getValues_(int i)

empty

public boolean empty()

length

public int length()

time

public double time(int i)