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QuantLib::TimeGrid Class Reference

#include <timegrid.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.

Definition at line 41 of file timegrid.hpp.


sequence interface

typedef std::vector< Time >
::const_iterator 
const_iterator
typedef std::vector< Time >
::const_reverse_iterator 
const_reverse_iterator
Time at (Size i) const
Time back () const
const_iterator begin () const
bool empty () const
const_iterator end () const
Time front () const
Time operator[] (Size i) const
const_reverse_iterator rbegin () const
const_reverse_iterator rend () const
Size size () const

Public Member Functions

Time grid interface
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
Time dt (Size i) const
Size index (Time t) const
 returns the index i such that grid[i] = t
const std::vector< Time > & mandatoryTimes () const
Constructors
template<class Iterator>
 TimeGrid (Iterator begin, Iterator end, Size steps)
 Time grid with mandatory time points.
template<class Iterator>
 TimeGrid (Iterator begin, Iterator end)
 Time grid with mandatory time points.
 TimeGrid (Time end, Size steps)
 Regularly spaced time-grid.
 TimeGrid ()

Private Attributes

std::vector< Time > dt_
std::vector< Time > mandatoryTimes_
std::vector< Time > times_

The documentation for this class was generated from the following files:

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