QuantLib_TimeGrid man page

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

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

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages closestIndex(3), closestTime(3) and TimeGrid(3) are aliases of QuantLib_TimeGrid(3).

Wed Aug 2 2017 Version 1.10 QuantLib