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QuantLib_SampledCurve
Langue: en
Version: 375353 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::SampledCurve -This class contains a sampled curve.
SYNOPSIS
#include <ql/math/sampledcurve.hpp>
Public Member Functions
SampledCurve (Size gridSize=0)
SampledCurve (const Array &grid)
SampledCurve & operator= (const SampledCurve &)
inspectors
const Array & grid () const
Array & grid ()
const Array & values () const
Array & values ()
Real gridValue (Size i) const
Real & gridValue (Size i)
Real value (Size i) const
Real & value (Size i)
Size size () const
bool empty () const
modifiers
void setGrid (const Array &)
void setValues (const Array &)
template<class F > void sample (const F &f)
calculations
Real valueAtCenter () const
Real firstDerivativeAtCenter () const
Real secondDerivativeAtCenter () const
utilities
void swap (SampledCurve &)
void setLogGrid (Real min, Real max)
void regridLogGrid (Real min, Real max)
void shiftGrid (Real s)
void scaleGrid (Real s)
void regrid (const Array &new_grid)
template<class T > void regrid (const Array &new_grid, T func)
template<class T > const SampledCurve & transform (T x)
template<class T > const SampledCurve & transformGrid (T x)
Detailed Description
This class contains a sampled curve.
Initially the class will contain one indexed curve
Member Function Documentation
Real valueAtCenter () constPossible enhancements
- replace or complement with a more general function valueAt(spot)
Real firstDerivativeAtCenter () constPossible enhancements
- replace or complement with a more general function firstDerivativeAt(spot)
Real secondDerivativeAtCenter () constPossible enhancements
- replace or complement with a more general function secondDerivativeAt(spot)
Author
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