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QuantLib_TimeGrid
Langue: en
Version: 377725 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::TimeGrid -time grid class
SYNOPSIS
#include <ql/timegrid.hpp>
Public Member Functions
Constructors
TimeGrid ()
TimeGrid (Time end, Size steps)
Regularly spaced time-grid.
template<class Iterator > TimeGrid (Iterator begin, Iterator end)
Time grid with mandatory time points.
template<class Iterator > TimeGrid (Iterator begin, Iterator end, Size steps)
Time grid with mandatory time points.
Time grid interface
Size index (Time t) const
returns the index i such that grid[i] = t
Size closestIndex (Time t) const
returns the index i such that grid[i] is closest to t
Time closestTime (Time t) const
returns the time on the grid closest to the given t
const std::vector< Time > & mandatoryTimes () const
Time dt (Size i) const
sequence interface
typedef std::vector< Time >::const_iterator const_iterator
typedef std::vector< Time >::const_reverse_iterator const_reverse_iterator
Time operator[] (Size i) const
Time at (Size i) const
Size size () const
bool empty () const
const_iterator begin () const
const_iterator end () const
const_reverse_iterator rbegin () const
const_reverse_iterator rend () const
Time front () const
Time back () const
Detailed Description
time grid class
Possible enhancements
- what was the rationale for limiting the grid to positive times? Investigate and see whether we can use it for negative ones as well.
Examples:
BermudanSwaption.cpp.
Constructor & Destructor Documentation
TimeGrid (Iterator begin, Iterator end)
Time grid with mandatory time points. Mandatory points are guaranteed to belong to the grid. No additional points are added.
TimeGrid (Iterator begin, Iterator end, Size steps)
Time grid with mandatory time points. Mandatory points are guaranteed to belong to the grid. Additional points are then added with regular spacing between pairs of mandatory times in order to reach the desired number of steps.
Author
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