julian::DiscretizeWithTenor Class Reference
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:
Public Member Functions | |
DiscretizeWithTenor (Tenor tenor) | |
Constructor. More... | |
virtual std::vector< double > | operator() (Date start_date, Date end_date, SmartPointer< YearFraction > yf) const |
virtual DiscretizeWithTenor * | clone () 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
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inlineexplicit |
Constructor.
Member Function Documentation
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virtual |
Virtual copy constructor.
Implements julian::TimeDiscretization.
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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
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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