TimeGrid Class Reference

time grid class More...

#include <timegrid.hpp>

Collaboration diagram for TimeGrid:

Public Member Functions
Constructors
	TimeGrid ()=default
	TimeGrid (Time end, Size steps)
	Regularly spaced time-grid. More...
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...
	TimeGrid (std::initializer_list< Time > times)
	TimeGrid (std::initializer_list< Time > times, Size steps)
Time grid interface
Size	index (Time t) const
	returns the index i such that grid[i] = t More...
Size	closestIndex (Time t) const
	returns the index i such that grid[i] is closest to t More...
Time	closestTime (Time t) const
	returns the time on the grid closest to the given t More...
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
std::vector< Time >	times_
std::vector< Time >	dt_
std::vector< Time >	mandatoryTimes_
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.

Definition at line 43 of file timegrid.hpp.

Member Typedef Documentation

const_iterator

typedef std::vector<Time>::const_iterator const_iterator

Definition at line 163 of file timegrid.hpp.

const_reverse_iterator

typedef std::vector<Time>::const_reverse_iterator const_reverse_iterator

Definition at line 165 of file timegrid.hpp.

Constructor & Destructor Documentation

TimeGrid() [1/6]

TimeGrid ( )

default

TimeGrid() [2/6]

TimeGrid	(	Time	end,
		Size	steps
	)

Regularly spaced time-grid.

Definition at line 26 of file timegrid.cpp.

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TimeGrid() [3/6]

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.

Definition at line 55 of file timegrid.hpp.

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TimeGrid() [4/6]

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.

Definition at line 86 of file timegrid.hpp.

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TimeGrid() [5/6]

TimeGrid

(

std::initializer_list< Time >

times

)

Definition at line 141 of file timegrid.hpp.

TimeGrid() [6/6]

TimeGrid	(	std::initializer_list< Time >	times,
		Size	steps
	)

Definition at line 143 of file timegrid.hpp.

Member Function Documentation

index()

Size index

(

Time

t

)

const

returns the index i such that grid[i] = t

Definition at line 43 of file timegrid.cpp.

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closestIndex()

Size closestIndex

(

Time

t

)

const

returns the index i such that grid[i] is closest to t

Definition at line 80 of file timegrid.cpp.

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closestTime()

Time closestTime

(

Time

t

)

const

returns the time on the grid closest to the given t

Definition at line 153 of file timegrid.hpp.

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mandatoryTimes()

const std::vector< Time > & mandatoryTimes

(

)

const

Definition at line 156 of file timegrid.hpp.

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dt()

Time dt

(

Size

i

)

const

Definition at line 159 of file timegrid.hpp.

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operator[]()

Time operator[]

(

Size

i

)

const

Definition at line 167 of file timegrid.hpp.

at()

Time at

(

Size

i

)

const

Definition at line 168 of file timegrid.hpp.

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size()

Size size

(

)

const

Definition at line 169 of file timegrid.hpp.

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empty()

bool empty

(

)

const

Definition at line 170 of file timegrid.hpp.

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begin()

const_iterator begin

(

)

const

Definition at line 171 of file timegrid.hpp.

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end()

const_iterator end

(

)

const

Definition at line 172 of file timegrid.hpp.

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rbegin()

const_reverse_iterator rbegin

(

)

const

Definition at line 173 of file timegrid.hpp.

rend()

const_reverse_iterator rend

(

)

const

Definition at line 174 of file timegrid.hpp.

front()

Time front

(

)

const

Definition at line 175 of file timegrid.hpp.

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back()

Time back

(

)

const

Definition at line 176 of file timegrid.hpp.

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Member Data Documentation

times_

std::vector<Time> times_

private

Definition at line 179 of file timegrid.hpp.

dt_

std::vector<Time> dt_

private

Definition at line 180 of file timegrid.hpp.

mandatoryTimes_

std::vector<Time> mandatoryTimes_

private

Definition at line 181 of file timegrid.hpp.