Path is a series of real numbers indexed with time. In general, it is identical with a series of time. More...

#include <path.hpp>

Public Member Functions

 Path (TimeGrid, std::vector< double >)
 constructor More...
 
std::vector< double > getValues ()
 returns time series More...
 

Private Attributes

std::vector< double > values_
 Vector holding data points. More...
 
TimeGrid time_
 Time points indexing the values hold in values_ vector. More...
 

Detailed Description

Path is a series of real numbers indexed with time. In general, it is identical with a series of time.

Path consists of two components: TimeGrid and vector of doubles corresponding to time grid.

Constructor & Destructor Documentation

julian::Path::Path ( TimeGrid  time,
std::vector< double >  values 
)

constructor

Member Function Documentation

std::vector< double > julian::Path::getValues ( )

returns time series

Member Data Documentation

TimeGrid julian::Path::time_
private

Time points indexing the values hold in values_ vector.

std::vector<double> julian::Path::values_
private

Vector holding data points.


The documentation for this class was generated from the following files:
  • C:/Unix/home/OEM/jULIAN/src/mathematics/stochasticProcesses/path.hpp
  • C:/Unix/home/OEM/jULIAN/src/mathematics/stochasticProcesses/path.cpp