1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>SampledCurve Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="185" height="50" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 1.2</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.7.6.1 -->
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_sampled_curve.html">SampledCurve</a> </li>
</ul>
</div>
</div>
<div class="header">
<div class="summary">
<a href="#pub-methods">Public Member Functions</a> </div>
<div class="headertitle">
<div class="title">SampledCurve Class Reference</div> </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::SampledCurve" -->
<p>This class contains a sampled curve.
<a href="class_quant_lib_1_1_sampled_curve.html#details">More...</a></p>
<p><code>#include <ql/math/sampledcurve.hpp></code></p>
<p><a href="class_quant_lib_1_1_sampled_curve-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a33580ac5a3826007cedae397d3886ec0"></a><!-- doxytag: member="QuantLib::SampledCurve::SampledCurve" ref="a33580ac5a3826007cedae397d3886ec0" args="(Size gridSize=0)" -->
 </td><td class="memItemRight" valign="bottom"><b>SampledCurve</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> gridSize=0)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3395bc686f94369e618e3a3d2a78739e"></a><!-- doxytag: member="QuantLib::SampledCurve::SampledCurve" ref="a3395bc686f94369e618e3a3d2a78739e" args="(const Array &grid)" -->
 </td><td class="memItemRight" valign="bottom"><b>SampledCurve</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &grid)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5a799d2bcd0380a60b89efa5136167ca"></a><!-- doxytag: member="QuantLib::SampledCurve::operator=" ref="a5a799d2bcd0380a60b89efa5136167ca" args="(const SampledCurve &)" -->
<a class="el" href="class_quant_lib_1_1_sampled_curve.html">SampledCurve</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_sampled_curve.html">SampledCurve</a> &)</td></tr>
<tr><td colspan="2"><div class="groupHeader">inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a18f3fc173b257b53b10911b63b976b32"></a><!-- doxytag: member="QuantLib::SampledCurve::grid" ref="a18f3fc173b257b53b10911b63b976b32" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>grid</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab2403367ab00aa783f1b2363ce78ad66"></a><!-- doxytag: member="QuantLib::SampledCurve::grid" ref="ab2403367ab00aa783f1b2363ce78ad66" args="()" -->
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>grid</b> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aff5a50a26cd2ee8637b577aa67e76415"></a><!-- doxytag: member="QuantLib::SampledCurve::values" ref="aff5a50a26cd2ee8637b577aa67e76415" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>values</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a961568dd33ca3eabc742f02ee4b49e22"></a><!-- doxytag: member="QuantLib::SampledCurve::values" ref="a961568dd33ca3eabc742f02ee4b49e22" args="()" -->
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>values</b> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab1170f0b03996acbcd156d1cc7166eef"></a><!-- doxytag: member="QuantLib::SampledCurve::gridValue" ref="ab1170f0b03996acbcd156d1cc7166eef" args="(Size i) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>gridValue</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="add903f848b9c8d2774faa6b889df17bf"></a><!-- doxytag: member="QuantLib::SampledCurve::gridValue" ref="add903f848b9c8d2774faa6b889df17bf" args="(Size i)" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> & </td><td class="memItemRight" valign="bottom"><b>gridValue</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a72ae2e219d43e0a6d8c0e16dec878bad"></a><!-- doxytag: member="QuantLib::SampledCurve::value" ref="a72ae2e219d43e0a6d8c0e16dec878bad" args="(Size i) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>value</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0fddf660c31f55b9332f76c1c9c1c63c"></a><!-- doxytag: member="QuantLib::SampledCurve::value" ref="a0fddf660c31f55b9332f76c1c9c1c63c" args="(Size i)" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> & </td><td class="memItemRight" valign="bottom"><b>value</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9d78a687cf2a391198bb3cbc08bc06cb"></a><!-- doxytag: member="QuantLib::SampledCurve::size" ref="a9d78a687cf2a391198bb3cbc08bc06cb" args="() const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>size</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac6e61de369e994009e36f344f99c15ad"></a><!-- doxytag: member="QuantLib::SampledCurve::empty" ref="ac6e61de369e994009e36f344f99c15ad" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>empty</b> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">modifiers</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8541de208eee38913c00afe9175ec8eb"></a><!-- doxytag: member="QuantLib::SampledCurve::setGrid" ref="a8541de208eee38913c00afe9175ec8eb" args="(const Array &)" -->
void </td><td class="memItemRight" valign="bottom"><b>setGrid</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7c1fbd82fbe23f43016e4ef5ee6a8dc0"></a><!-- doxytag: member="QuantLib::SampledCurve::setValues" ref="a7c1fbd82fbe23f43016e4ef5ee6a8dc0" args="(const Array &)" -->
void </td><td class="memItemRight" valign="bottom"><b>setValues</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &)</td></tr>
<tr><td class="memTemplParams" colspan="2"><a class="anchor" id="a3fd0d675b2e09c390f9ea21b18db972f"></a><!-- doxytag: member="QuantLib::SampledCurve::sample" ref="a3fd0d675b2e09c390f9ea21b18db972f" args="(const F &f)" -->
template<class F > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><b>sample</b> (const F &f)</td></tr>
<tr><td colspan="2"><div class="groupHeader">calculations</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sampled_curve.html#a0896401cdaf8f83ed681dbdbfa899de5">valueAtCenter</a> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sampled_curve.html#a08ebad730457427955f35413acddf0a4">firstDerivativeAtCenter</a> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sampled_curve.html#a9a3cbb8bccf5dd436d46d5c6104ed220">secondDerivativeAtCenter</a> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">utilities</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aebf6f19f1f00c1ec7f4e7528cc668535"></a><!-- doxytag: member="QuantLib::SampledCurve::swap" ref="aebf6f19f1f00c1ec7f4e7528cc668535" args="(SampledCurve &)" -->
void </td><td class="memItemRight" valign="bottom"><b>swap</b> (<a class="el" href="class_quant_lib_1_1_sampled_curve.html">SampledCurve</a> &)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac4a6e242726d5fed17b0743597dd10eb"></a><!-- doxytag: member="QuantLib::SampledCurve::setLogGrid" ref="ac4a6e242726d5fed17b0743597dd10eb" args="(Real min, Real max)" -->
void </td><td class="memItemRight" valign="bottom"><b>setLogGrid</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> min, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> max)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a53965cd422c566d8110b1802dcf2b34c"></a><!-- doxytag: member="QuantLib::SampledCurve::regridLogGrid" ref="a53965cd422c566d8110b1802dcf2b34c" args="(Real min, Real max)" -->
void </td><td class="memItemRight" valign="bottom"><b>regridLogGrid</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> min, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> max)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa2a50c920940b35011c5b3bf4d035cbf"></a><!-- doxytag: member="QuantLib::SampledCurve::shiftGrid" ref="aa2a50c920940b35011c5b3bf4d035cbf" args="(Real s)" -->
void </td><td class="memItemRight" valign="bottom"><b>shiftGrid</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> s)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a01e5fcc3c4d63dd57d2e6c65bc1f22bd"></a><!-- doxytag: member="QuantLib::SampledCurve::scaleGrid" ref="a01e5fcc3c4d63dd57d2e6c65bc1f22bd" args="(Real s)" -->
void </td><td class="memItemRight" valign="bottom"><b>scaleGrid</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> s)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aca8ca42a58186edd15f8b818add852e5"></a><!-- doxytag: member="QuantLib::SampledCurve::regrid" ref="aca8ca42a58186edd15f8b818add852e5" args="(const Array &new_grid)" -->
void </td><td class="memItemRight" valign="bottom"><b>regrid</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &new_grid)</td></tr>
<tr><td class="memTemplParams" colspan="2"><a class="anchor" id="a5e14acdfed84bb5cc2e9348a6b6f0176"></a><!-- doxytag: member="QuantLib::SampledCurve::regrid" ref="a5e14acdfed84bb5cc2e9348a6b6f0176" args="(const Array &new_grid, T func)" -->
template<class T > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><b>regrid</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &new_grid, T func)</td></tr>
<tr><td class="memTemplParams" colspan="2"><a class="anchor" id="ad08ef2bfaf108f3a89235de5766cf955"></a><!-- doxytag: member="QuantLib::SampledCurve::transform" ref="ad08ef2bfaf108f3a89235de5766cf955" args="(T x)" -->
template<class T > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">const <a class="el" href="class_quant_lib_1_1_sampled_curve.html">SampledCurve</a> & </td><td class="memTemplItemRight" valign="bottom"><b>transform</b> (T x)</td></tr>
<tr><td class="memTemplParams" colspan="2"><a class="anchor" id="a150de76325d6e770c15ddfed23e5078f"></a><!-- doxytag: member="QuantLib::SampledCurve::transformGrid" ref="a150de76325d6e770c15ddfed23e5078f" args="(T x)" -->
template<class T > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">const <a class="el" href="class_quant_lib_1_1_sampled_curve.html">SampledCurve</a> & </td><td class="memTemplItemRight" valign="bottom"><b>transformGrid</b> (T x)</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>This class contains a sampled curve. </p>
<p>Initially the class will contain one indexed curve </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a0896401cdaf8f83ed681dbdbfa899de5"></a><!-- doxytag: member="QuantLib::SampledCurve::valueAtCenter" ref="a0896401cdaf8f83ed681dbdbfa899de5" args="() const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_sampled_curve.html#a0896401cdaf8f83ed681dbdbfa899de5">valueAtCenter</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const</td>
</tr>
</table>
</div>
<div class="memdoc">
<dl class="todo"><dt><b><a class="el" href="todo.html#_todo000036">Possible enhancements:</a></b></dt><dd>replace or complement with a more general function valueAt(spot) </dd></dl>
</div>
</div>
<a class="anchor" id="a08ebad730457427955f35413acddf0a4"></a><!-- doxytag: member="QuantLib::SampledCurve::firstDerivativeAtCenter" ref="a08ebad730457427955f35413acddf0a4" args="() const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_sampled_curve.html#a08ebad730457427955f35413acddf0a4">firstDerivativeAtCenter</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const</td>
</tr>
</table>
</div>
<div class="memdoc">
<dl class="todo"><dt><b><a class="el" href="todo.html#_todo000037">Possible enhancements:</a></b></dt><dd>replace or complement with a more general function firstDerivativeAt(spot) </dd></dl>
</div>
</div>
<a class="anchor" id="a9a3cbb8bccf5dd436d46d5c6104ed220"></a><!-- doxytag: member="QuantLib::SampledCurve::secondDerivativeAtCenter" ref="a9a3cbb8bccf5dd436d46d5c6104ed220" args="() const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_sampled_curve.html#a9a3cbb8bccf5dd436d46d5c6104ed220">secondDerivativeAtCenter</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const</td>
</tr>
</table>
</div>
<div class="memdoc">
<dl class="todo"><dt><b><a class="el" href="todo.html#_todo000038">Possible enhancements:</a></b></dt><dd>replace or complement with a more general function secondDerivativeAt(spot) </dd></dl>
</div>
</div>
</div><!-- contents -->
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>
</div>
</body>
</html>
|
