SampledCurve Class Reference

This class contains a sampled curve. More...

#include <ql/math/sampledcurve.hpp>

List of all members.

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
RealgridValue (Size i)
Real value (Size i) const
Realvalue (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)


Detailed Description

This class contains a sampled curve.

Initially the class will contain one indexed curve


Member Function Documentation

Real valueAtCenter (  )  const

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

Real firstDerivativeAtCenter (  )  const

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

Real secondDerivativeAtCenter (  )  const

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