closestIndex (3) - Linux Man Pages

closestIndex: time grid class

NAME

QuantLib::TimeGrid - time grid class

SYNOPSIS


#include <ql/timegrid.hpp>

Public Member Functions

Constructors


TimeGrid ()

TimeGrid (Time end, Size steps)
Regularly spaced time-grid.
template<class Iterator > TimeGrid (Iterator begin, Iterator end)
Time grid with mandatory time points.
template<class Iterator > TimeGrid (Iterator begin, Iterator end, Size steps)
Time grid with mandatory time points.

Time grid interface


Size index (Time t) const
returns the index i such that grid[i] = t
Size closestIndex (Time t) const
returns the index i such that grid[i] is closest to t
Time closestTime (Time t) const
returns the time on the grid closest to the given t
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

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

Possible enhancements

what was the rationale for limiting the grid to positive times? Investigate and see whether we can use it for negative ones as well.

Examples:

BermudanSwaption.cpp.

Constructor & Destructor Documentation

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.

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.

Author

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