Re: Monte Carlo path generator

Posted by Kakhkhor Abdijalilov on
URL: http://quantlib.414.s1.nabble.com/Monte-Carlo-path-generator-tp6759p6764.html

The path stops after reaching the final time. The initial time is
always zero. The final time is the last point of the grid.
PathGenerator stores an instance of TimeGrid which is provided by the
pricing engine or instantiated using the number of time steps and the
end time. In the later case, all time steps are equal to (end time) /
(number of time steps).

TimeGrid  will include fixing dates if those are pass to the
constructor as mandatory times.

Hope it helps.

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