TimeGrid Class Reference

#include <ql/grid.hpp>

List of all members.


Detailed Description

time grid class

Todo:
what was the rationale for limiting the grid to positive times? Investigate and see whether we can use it for negative ones as well.


Public Member Functions

 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.

Size findIndex (Time t) const
const std::vector< Time > & mandatoryTimes () const
Time dt (Size i) const


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.


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