TimeGrid Class Reference

time grid class More...

#include <ql/timegrid.hpp>

Public Member Functions
Constructors
	TimeGrid ()
	TimeGrid (Time end, Size steps)
	Regularly spaced time-grid.
template<class Iterator >
	TimeGrid (Iterator begin, Iterator end)
	Time grid with mandatory time points. More...
template<class Iterator >
	TimeGrid (Iterator begin, Iterator end, Size steps)
	Time grid with mandatory time points. More...
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

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

Detailed Description

time grid class

Examples

BermudanSwaption.cpp.

Constructor & Destructor Documentation

TimeGrid() [1/2]

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() [2/2]

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.