/usr/include/ql/methods/montecarlo/multipath.hpp is in libquantlib0-dev 1.7.1-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2003, 2004, 2005, 2006 StatPro Italia srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file multipath.hpp
\brief Correlated multiple asset paths
*/
#ifndef quantlib_montecarlo_multi_path_hpp
#define quantlib_montecarlo_multi_path_hpp
#include <ql/methods/montecarlo/path.hpp>
namespace QuantLib {
//! 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.
\ingroup mcarlo
*/
class MultiPath {
public:
MultiPath() {}
MultiPath(Size nAsset,
const TimeGrid& timeGrid);
MultiPath(const std::vector<Path>& multiPath);
//! \name inspectors
//@{
Size assetNumber() const { return multiPath_.size(); }
Size pathSize() const { return multiPath_[0].length(); }
//@}
//! \name read/write access to components
//@{
const Path& operator[](Size j) const { return multiPath_[j]; }
const Path& at(Size j) const { return multiPath_.at(j); }
Path& operator[](Size j) { return multiPath_[j]; }
Path& at(Size j) { return multiPath_.at(j); }
//@}
private:
std::vector<Path> multiPath_;
};
// inline definitions
inline MultiPath::MultiPath(Size nAsset, const TimeGrid& timeGrid)
: multiPath_(nAsset,Path(timeGrid)) {
QL_REQUIRE(nAsset > 0, "number of asset must be positive");
}
inline MultiPath::MultiPath(const std::vector<Path>& multiPath)
: multiPath_(multiPath) {}
}
#endif
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