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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a></div>
<h1>TimeGrid Class Reference</h1><!-- doxytag: class="QuantLib::TimeGrid" --><code>#include <ql/timegrid.hpp></code>
<p>
<a href="class_quant_lib_1_1_time_grid-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
time grid class
<p>
<dl compact><dt><b><a class="el" href="todo.html#_todo000060">Todo:</a></b></dt><dd>what was the rationale for limiting the grid to positive times? Investigate and see whether we can use it for negative ones as well. </dd></dl>
<dl compact><dt><b>Examples: </b></dt><dd>
<p>
<a class="el" href="_bermudan_swaption_8cpp-example.html#_a28">BermudanSwaption.cpp</a>.</dl>
<p>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>sequence interface</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fcfad2d03bbca304a497bd327827a3ae"></a><!-- doxytag: member="QuantLib::TimeGrid::const_iterator" ref="fcfad2d03bbca304a497bd327827a3ae" args="" -->
typedef std::vector< Time <br>
>::const_iterator </td><td class="memItemRight" valign="bottom"><b>const_iterator</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="33a951e006aff3625c156397cad65672"></a><!-- doxytag: member="QuantLib::TimeGrid::const_reverse_iterator" ref="33a951e006aff3625c156397cad65672" args="" -->
typedef std::vector< Time <br>
>::const_reverse_iterator </td><td class="memItemRight" valign="bottom"><b>const_reverse_iterator</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3c6aca8227656ddfa7acf009af0d4e42"></a><!-- doxytag: member="QuantLib::TimeGrid::operator[]" ref="3c6aca8227656ddfa7acf009af0d4e42" args="(Size i) const" -->
Time </td><td class="memItemRight" valign="bottom"><b>operator[]</b> (Size i) const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="92dfc78cbdb44782989ef2b1e9d48d5a"></a><!-- doxytag: member="QuantLib::TimeGrid::at" ref="92dfc78cbdb44782989ef2b1e9d48d5a" args="(Size i) const" -->
Time </td><td class="memItemRight" valign="bottom"><b>at</b> (Size i) const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cce0ab2cacc475b2434f24c65c91685a"></a><!-- doxytag: member="QuantLib::TimeGrid::size" ref="cce0ab2cacc475b2434f24c65c91685a" args="() const" -->
Size </td><td class="memItemRight" valign="bottom"><b>size</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="644718bb2fb240de962dc3c9a1fdf0dc"></a><!-- doxytag: member="QuantLib::TimeGrid::empty" ref="644718bb2fb240de962dc3c9a1fdf0dc" args="() const" -->
bool </td><td class="memItemRight" valign="bottom"><b>empty</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="29305669b60ca1680752e2fc3592ba99"></a><!-- doxytag: member="QuantLib::TimeGrid::begin" ref="29305669b60ca1680752e2fc3592ba99" args="() const" -->
const_iterator </td><td class="memItemRight" valign="bottom"><b>begin</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ccf9a4bd0c34d4a5f6a7dab66ea10cdc"></a><!-- doxytag: member="QuantLib::TimeGrid::end" ref="ccf9a4bd0c34d4a5f6a7dab66ea10cdc" args="() const" -->
const_iterator </td><td class="memItemRight" valign="bottom"><b>end</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f086cceac199bd735c7a97c2a8d7ed21"></a><!-- doxytag: member="QuantLib::TimeGrid::rbegin" ref="f086cceac199bd735c7a97c2a8d7ed21" args="() const" -->
const_reverse_iterator </td><td class="memItemRight" valign="bottom"><b>rbegin</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="07da1fdc890b6949f1a20a1961c6fc44"></a><!-- doxytag: member="QuantLib::TimeGrid::rend" ref="07da1fdc890b6949f1a20a1961c6fc44" args="() const" -->
const_reverse_iterator </td><td class="memItemRight" valign="bottom"><b>rend</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bc4b6bfe02061c3e1d79697bd472ede9"></a><!-- doxytag: member="QuantLib::TimeGrid::front" ref="bc4b6bfe02061c3e1d79697bd472ede9" args="() const" -->
Time </td><td class="memItemRight" valign="bottom"><b>front</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0c4cbf3a83b2b9d4fa026d138d0ef2e2"></a><!-- doxytag: member="QuantLib::TimeGrid::back" ref="0c4cbf3a83b2b9d4fa026d138d0ef2e2" args="() const" -->
Time </td><td class="memItemRight" valign="bottom"><b>back</b> () const</td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">Time grid interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="83186d95292b7715b9789ada2304307e"></a><!-- doxytag: member="QuantLib::TimeGrid::index" ref="83186d95292b7715b9789ada2304307e" args="(Time t) const" -->
Size </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_grid.html#83186d95292b7715b9789ada2304307e">index</a> (Time t) const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the index i such that grid[i] = t <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c74e7875f5d88bc4bac09585911137b7"></a><!-- doxytag: member="QuantLib::TimeGrid::closestIndex" ref="c74e7875f5d88bc4bac09585911137b7" args="(Time t) const" -->
Size </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_grid.html#c74e7875f5d88bc4bac09585911137b7">closestIndex</a> (Time t) const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the index i such that grid[i] is closest to t <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6e342373113156293153000a8bcdde22"></a><!-- doxytag: member="QuantLib::TimeGrid::closestTime" ref="6e342373113156293153000a8bcdde22" args="(Time t) const" -->
Time </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_grid.html#6e342373113156293153000a8bcdde22">closestTime</a> (Time t) const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the time on the grid closest to the given t <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bd21e92717c9c6dc3deede7d34e299a0"></a><!-- doxytag: member="QuantLib::TimeGrid::mandatoryTimes" ref="bd21e92717c9c6dc3deede7d34e299a0" args="() const" -->
const std::vector< Time > & </td><td class="memItemRight" valign="bottom"><b>mandatoryTimes</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1efed8644695efe00d33bebfdac02b41"></a><!-- doxytag: member="QuantLib::TimeGrid::dt" ref="1efed8644695efe00d33bebfdac02b41" args="(Size i) const" -->
Time </td><td class="memItemRight" valign="bottom"><b>dt</b> (Size i) const</td></tr>
</table>
<hr><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" name="ac7cf90a5440d1b0721e0a4a3d8ffd73"></a><!-- doxytag: member="QuantLib::TimeGrid::TimeGrid" ref="ac7cf90a5440d1b0721e0a4a3d8ffd73" args="(Iterator begin, Iterator end)" -->
<div class="memitem">
<div class="memproto">
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<tr>
<td class="memname"><a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a> </td>
<td>(</td>
<td class="paramtype">Iterator </td>
<td class="paramname"> <em>begin</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Iterator </td>
<td class="paramname"> <em>end</em></td><td> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td><td width="100%"></td>
</tr>
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<div class="memdoc">
<p>
Time grid with mandatory time points.
<p>
Mandatory points are guaranteed to belong to the grid. No additional points are added.
</div>
</div><p>
<a class="anchor" name="adab4e81ad62be07ea17c84e6d70f3df"></a><!-- doxytag: member="QuantLib::TimeGrid::TimeGrid" ref="adab4e81ad62be07ea17c84e6d70f3df" args="(Iterator begin, Iterator end, Size steps)" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a> </td>
<td>(</td>
<td class="paramtype">Iterator </td>
<td class="paramname"> <em>begin</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Iterator </td>
<td class="paramname"> <em>end</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Size </td>
<td class="paramname"> <em>steps</em></td><td> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td><td width="100%"></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>
Time grid with mandatory time points.
<p>
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.
</div>
</div><p>
<a class="anchor" name="ac7cf90a5440d1b0721e0a4a3d8ffd73"></a><!-- doxytag: member="QuantLib::TimeGrid::TimeGrid" ref="ac7cf90a5440d1b0721e0a4a3d8ffd73" args="(Iterator begin, Iterator end)" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a> </td>
<td>(</td>
<td class="paramtype">Iterator </td>
<td class="paramname"> <em>begin</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Iterator </td>
<td class="paramname"> <em>end</em></td><td> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td><td width="100%"></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>
Time grid with mandatory time points.
<p>
Mandatory points are guaranteed to belong to the grid. No additional points are added.
</div>
</div><p>
<a class="anchor" name="adab4e81ad62be07ea17c84e6d70f3df"></a><!-- doxytag: member="QuantLib::TimeGrid::TimeGrid" ref="adab4e81ad62be07ea17c84e6d70f3df" args="(Iterator begin, Iterator end, Size steps)" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a> </td>
<td>(</td>
<td class="paramtype">Iterator </td>
<td class="paramname"> <em>begin</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Iterator </td>
<td class="paramname"> <em>end</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Size </td>
<td class="paramname"> <em>steps</em></td><td> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td><td width="100%"></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>
Time grid with mandatory time points.
<p>
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.
</div>
</div><p>
</div>
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