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

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

Fri Sep 23 2016 Version 1.8.1 QuantLib