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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a> </li>
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<div class="title">TimeGrid Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::TimeGrid" -->
<p>time grid class
<a href="class_quant_lib_1_1_time_grid.html#details">More...</a></p>
<p><code>#include <ql/timegrid.hpp></code></p>
<p><a href="class_quant_lib_1_1_time_grid-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 colspan="2"><div class="groupHeader">Constructors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae0640f1cc45cab42c4dcb56237123a18"></a><!-- doxytag: member="QuantLib::TimeGrid::TimeGrid" ref="ae0640f1cc45cab42c4dcb56237123a18" args="()" -->
 </td><td class="memItemRight" valign="bottom"><b>TimeGrid</b> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5283e1e556c13bf0998a74edbe8fd3c3"></a><!-- doxytag: member="QuantLib::TimeGrid::TimeGrid" ref="a5283e1e556c13bf0998a74edbe8fd3c3" args="(Time end, Size steps)" -->
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_grid.html#a5283e1e556c13bf0998a74edbe8fd3c3">TimeGrid</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> end, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> steps)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Regularly spaced time-grid. <br/></td></tr>
<tr><td class="memTemplParams" colspan="2">template<class Iterator > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top"> </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_grid.html#a2191bc528680c801cb7a150b9a3ba3d2">TimeGrid</a> (Iterator begin, Iterator end)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Time grid with mandatory time points. <a href="#a2191bc528680c801cb7a150b9a3ba3d2"></a><br/></td></tr>
<tr><td class="memTemplParams" colspan="2">template<class Iterator > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top"> </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_grid.html#a53c316a9745ce6a633ebbb09f2ce8ea7">TimeGrid</a> (Iterator begin, Iterator end, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> steps)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Time grid with mandatory time points. <a href="#a53c316a9745ce6a633ebbb09f2ce8ea7"></a><br/></td></tr>
<tr><td colspan="2"><div class="groupHeader">Time grid interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6bd298263e48ea6d251ff1a26dd8d8c6"></a><!-- doxytag: member="QuantLib::TimeGrid::index" ref="a6bd298263e48ea6d251ff1a26dd8d8c6" args="(Time t) const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_grid.html#a6bd298263e48ea6d251ff1a26dd8d8c6">index</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> 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" align="right" valign="top"><a class="anchor" id="a5a60444b80bb7a1d3734ee79422ee396"></a><!-- doxytag: member="QuantLib::TimeGrid::closestIndex" ref="a5a60444b80bb7a1d3734ee79422ee396" args="(Time t) const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_grid.html#a5a60444b80bb7a1d3734ee79422ee396">closestIndex</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> 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" align="right" valign="top"><a class="anchor" id="af91c3447448db0d4079999605b339d44"></a><!-- doxytag: member="QuantLib::TimeGrid::closestTime" ref="af91c3447448db0d4079999605b339d44" args="(Time t) const " -->
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_grid.html#af91c3447448db0d4079999605b339d44">closestTime</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> 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" align="right" valign="top"><a class="anchor" id="ac6ef9fb94702478c6e0e8573d1220e78"></a><!-- doxytag: member="QuantLib::TimeGrid::mandatoryTimes" ref="ac6ef9fb94702478c6e0e8573d1220e78" args="() const " -->
const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td><td class="memItemRight" valign="bottom"><b>mandatoryTimes</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac66ca8c21371cb1d3ec2be1024d24e46"></a><!-- doxytag: member="QuantLib::TimeGrid::dt" ref="ac66ca8c21371cb1d3ec2be1024d24e46" args="(Size i) const " -->
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>dt</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const </td></tr>
<tr><td colspan="2"><h2><a name="member-group"></a>
sequence interface</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afcfad2d03bbca304a497bd327827a3ae"></a><!-- doxytag: member="QuantLib::TimeGrid::const_iterator" ref="afcfad2d03bbca304a497bd327827a3ae" args="" -->
typedef std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> ><br class="typebreak"/>
::const_iterator </td><td class="memItemRight" valign="bottom"><b>const_iterator</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a33a951e006aff3625c156397cad65672"></a><!-- doxytag: member="QuantLib::TimeGrid::const_reverse_iterator" ref="a33a951e006aff3625c156397cad65672" args="" -->
typedef std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> ><br class="typebreak"/>
::const_reverse_iterator </td><td class="memItemRight" valign="bottom"><b>const_reverse_iterator</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae0a3b3aaac87396ddb204d784f4b84cf"></a><!-- doxytag: member="QuantLib::TimeGrid::operator[]" ref="ae0a3b3aaac87396ddb204d784f4b84cf" args="(Size i) const " -->
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>operator[]</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="aa4d3cd421e9f1c91305810e102bc4995"></a><!-- doxytag: member="QuantLib::TimeGrid::at" ref="aa4d3cd421e9f1c91305810e102bc4995" args="(Size i) const " -->
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>at</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="a9d78a687cf2a391198bb3cbc08bc06cb"></a><!-- doxytag: member="QuantLib::TimeGrid::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::TimeGrid::empty" ref="ac6e61de369e994009e36f344f99c15ad" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>empty</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa4b02d4f1a8500fb07a551069060709f"></a><!-- doxytag: member="QuantLib::TimeGrid::begin" ref="aa4b02d4f1a8500fb07a551069060709f" args="() const " -->
const_iterator </td><td class="memItemRight" valign="bottom"><b>begin</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a350132543d80a1c1e5be844e6d2878ea"></a><!-- doxytag: member="QuantLib::TimeGrid::end" ref="a350132543d80a1c1e5be844e6d2878ea" args="() const " -->
const_iterator </td><td class="memItemRight" valign="bottom"><b>end</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a04886aa70c34d66738e78bf70c675e66"></a><!-- doxytag: member="QuantLib::TimeGrid::rbegin" ref="a04886aa70c34d66738e78bf70c675e66" args="() const " -->
const_reverse_iterator </td><td class="memItemRight" valign="bottom"><b>rbegin</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab3c414470d5cea2986cfab7a90146cb6"></a><!-- doxytag: member="QuantLib::TimeGrid::rend" ref="ab3c414470d5cea2986cfab7a90146cb6" args="() const " -->
const_reverse_iterator </td><td class="memItemRight" valign="bottom"><b>rend</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1fadbd48b1c0f232cc0dc0183642a104"></a><!-- doxytag: member="QuantLib::TimeGrid::front" ref="a1fadbd48b1c0f232cc0dc0183642a104" args="() const " -->
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>front</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a881f8a7c6ad4ed301617230cf4039c7b"></a><!-- doxytag: member="QuantLib::TimeGrid::back" ref="a881f8a7c6ad4ed301617230cf4039c7b" args="() const " -->
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>back</b> () const </td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>time grid class </p>
<dl class="todo"><dt><b><a class="el" href="todo.html#_todo000069">Possible enhancements:</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><dt><b>Examples: </b></dt><dd><a class="el" href="_bermudan_swaption_8cpp-example.html#_a30">BermudanSwaption.cpp</a>.</dd>
</dl></div><hr/><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" id="a2191bc528680c801cb7a150b9a3ba3d2"></a><!-- doxytag: member="QuantLib::TimeGrid::TimeGrid" ref="a2191bc528680c801cb7a150b9a3ba3d2" 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>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
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</div>
<div class="memdoc">
<p>Time grid with mandatory time points. </p>
<p>Mandatory points are guaranteed to belong to the grid. No additional points are added. </p>
</div>
</div>
<a class="anchor" id="a53c316a9745ce6a633ebbb09f2ce8ea7"></a><!-- doxytag: member="QuantLib::TimeGrid::TimeGrid" ref="a53c316a9745ce6a633ebbb09f2ce8ea7" 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"><a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td>
<td class="paramname"><em>steps</em> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
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</div>
<div class="memdoc">
<p>Time grid with mandatory time points. </p>
<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. </p>
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