TimeGrid Class Reference

#include <ql/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.
Examples:

BermudanSwaption.cpp.


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

Public Member Functions

Constructors
 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


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.