Discretize the time interval in such way that distance between each nodes is equal to tenor provided. More...

#include <discretizeWithTenor.hpp>

Inheritance diagram for julian::DiscretizeWithTenor:
julian::TimeDiscretization

Public Member Functions

 DiscretizeWithTenor (Tenor tenor)
 Constructor. More...
 
virtual std::vector< double > operator() (Date start_date, Date end_date, SmartPointer< YearFraction > yf) const
 
virtual DiscretizeWithTenorclone () const
 Virtual copy constructor. More...
 
- Public Member Functions inherited from julian::TimeDiscretization
virtual ~TimeDiscretization ()
 Destructor. More...
 

Private Attributes

Tenor tenor_
 Discretization tenor. More...
 

Detailed Description

Discretize the time interval in such way that distance between each nodes is equal to tenor provided.

Class discretize the time interval in such way that distance between each nodes is equal to tenor provided.

Constructor & Destructor Documentation

julian::DiscretizeWithTenor::DiscretizeWithTenor ( Tenor  tenor)
inlineexplicit

Constructor.

Member Function Documentation

DiscretizeWithTenor * julian::DiscretizeWithTenor::clone ( ) const
virtual

Virtual copy constructor.

Implements julian::TimeDiscretization.

std::vector< double > julian::DiscretizeWithTenor::operator() ( Date  start_date,
Date  end_date,
SmartPointer< YearFraction yf 
) const
virtual

\ brief Class discretize the time interval in such way that distance between each nodes is equal to tenor provided.

Implements julian::TimeDiscretization.

Member Data Documentation

Tenor julian::DiscretizeWithTenor::tenor_
private

Discretization tenor.


The documentation for this class was generated from the following files:
  • C:/Unix/home/OEM/jULIAN/src/dates/timeGrids/discretizeWithTenor.hpp
  • C:/Unix/home/OEM/jULIAN/src/dates/timeGrids/discretizeWithTenor.cpp