SampledCurve Class Reference

#include <ql/math/sampledcurve.hpp>

List of all members.


Detailed Description

This class contains a sampled curve.

Initially the class will contain one indexed curve


Public Member Functions

 SampledCurve (Size gridSize=0)
 SampledCurve (const Array &grid)
SampledCurveoperator= (const SampledCurve &)
inspectors
const Arraygrid () const
Arraygrid ()
const Arrayvalues () const
Arrayvalues ()
Real gridValue (Size i) const
Real & gridValue (Size i)
Real value (Size i) const
Real & value (Size i)
Size size () const
bool empty () const
modifiers
void setGrid (const Array &)
void setValues (const Array &)
template<class F>
void sample (const F &f)
calculations
Real valueAtCenter () const
Real firstDerivativeAtCenter () const
Real secondDerivativeAtCenter () const
utilities
void swap (SampledCurve &)
void setLogGrid (Real min, Real max)
void regridLogGrid (Real min, Real max)
void shiftGrid (Real s)
void scaleGrid (Real s)
void regrid (const Array &new_grid)
template<class T>
void regrid (const Array &new_grid, T func)
template<class T>
const SampledCurvetransform (T x)
template<class T>
const SampledCurvetransformGrid (T x)


Member Function Documentation

Real valueAtCenter (  )  const

Todo:
replace or complement with a more general function valueAt(spot)

Real firstDerivativeAtCenter (  )  const

Todo:
replace or complement with a more general function firstDerivativeAt(spot)

Real secondDerivativeAtCenter (  )  const

Todo:
replace or complement with a more general function secondDerivativeAt(spot)