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
|
/*
Copyright (C) 2006 Joseph Wang
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email quantlib-dev@lists.sf.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#ifndef quantlib_sampled_curve_i
#define quantlib_sampled_curve_i
%include linearalgebra.i
class SampledCurve {
public:
SampledCurve();
SampledCurve(const Array&);
Array& grid();
Array& values();
Real gridValue(Size i);
Real value(Size i);
Size size() const;
bool empty() const;
void setGrid(const Array&);
void setValues(const Array&);
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 &);
};
#endif
|
