QuantLib 0.3.7
Getting started
Reference manual
|
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. |
|
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. |
|