julian::TimeGrid Class Reference
Class implements a TimeGrid object. More...
#include <timeGrid.hpp>
Public Member Functions | |
| TimeGrid (Date start_date, Date end_date, std::vector< double > time) | |
| Constructor. More... | |
| double get (int i) const | |
| returns i-th time More... | |
| double getDiff (int i) const | |
| returns difference between i-th and (i-1)-th time More... | |
| unsigned int getSize () const | |
| returns number of nodes More... | |
| std::vector< double > getGrid () const | |
| returns time grid More... | |
Private Attributes | |
| Date start_date_ | |
| Date determining beginning of the interval. More... | |
| Date end_date_ | |
| Date determining ending of the interval. More... | |
| std::vector< double > time_ | |
| Real numbers representing nodes of time greed. More... | |
Detailed Description
Class implements a TimeGrid object.
Time grid is used as an element of Path class. Path class is representing discretize stochastic process and it is used in Monte Carlo simulations.
Constructor & Destructor Documentation
Constructor.
Member Function Documentation
| double julian::TimeGrid::get | ( | int | i | ) | const |
returns i-th time
| double julian::TimeGrid::getDiff | ( | int | i | ) | const |
returns difference between i-th and (i-1)-th time
| std::vector< double > julian::TimeGrid::getGrid | ( | ) | const |
returns time grid
| unsigned int julian::TimeGrid::getSize | ( | ) | const |
returns number of nodes
Member Data Documentation
|
private |
Real numbers representing nodes of time greed.
The documentation for this class was generated from the following files:
- C:/Unix/home/OEM/jULIAN/src/dates/timeGrids/timeGrid.hpp
- C:/Unix/home/OEM/jULIAN/src/dates/timeGrids/timeGrid.cpp
