QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
SampledCurve Class Reference

This class contains a sampled curve. More...

#include <ql/math/sampledcurve.hpp>

Public Member Functions

 SampledCurve (Size gridSize=0)
 
 SampledCurve (const Array &grid)
 
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

◆ valueAtCenter()

Real valueAtCenter ( ) const

◆ firstDerivativeAtCenter()

Real firstDerivativeAtCenter ( ) const

◆ secondDerivativeAtCenter()

Real secondDerivativeAtCenter ( ) const