QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Types | Public Member Functions | List of all members
LexicographicalView< RandomAccessIterator > Class Template Reference

Lexicographical 2-D view of a contiguous set of data. More...

#include <ql/math/lexicographicalview.hpp>

Public Types

typedef RandomAccessIterator x_iterator
 iterates over \( v_{ij} \) with \( j \) fixed.
 
typedef boost::reverse_iterator< RandomAccessIterator > reverse_x_iterator
 iterates backwards over \( v_{ij} \) with \( j \) fixed.
 
typedef step_iterator< RandomAccessIterator > y_iterator
 iterates over \( v_{ij} \) with \( i \) fixed.
 
typedef boost::reverse_iterator< y_iteratorreverse_y_iterator
 iterates backwards over \( v_{ij} \) with \( i \) fixed.
 

Public Member Functions

 LexicographicalView (const RandomAccessIterator &begin, const RandomAccessIterator &end, Size xSize)
 attaches the view with the given dimension to a sequence
 
Element access
y_iterator operator[] (Size i)
 
Iterator access
x_iterator xbegin (Size j)
 
x_iterator xend (Size j)
 
reverse_x_iterator rxbegin (Size j)
 
reverse_x_iterator rxend (Size j)
 
y_iterator ybegin (Size i)
 
y_iterator yend (Size i)
 
reverse_y_iterator rybegin (Size i)
 
reverse_y_iterator ryend (Size i)
 

Inspectors

Size xSize () const
 dimension of the array along x
 
Size ySize () const
 dimension of the array along y
 

Detailed Description

template<class RandomAccessIterator>
class QuantLib::LexicographicalView< RandomAccessIterator >

Lexicographical 2-D view of a contiguous set of data.

This view can be used to easily store a discretized 2-D function in an array to be used in a finite differences calculation.