discretizeWithNumberOfSteps.hpp
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Discretizes the time interval into predefined number of periods .
Definition: discretizeWithNumberOfSteps.hpp:20
DiscretizeWithNumberOfSteps(int n)
Constructor.
Definition: discretizeWithNumberOfSteps.hpp:24
Definition: cadHoliday.cpp:3
virtual DiscretizeWithNumberOfSteps * clone() const
Virtual copy constructor.
Definition: discretizeWithNumberOfSteps.cpp:20
Class implements a TimeDiscretization object.
Definition: timeDiscretization.hpp:24
virtual std::vector< double > operator()(Date, Date, SmartPointer< YearFraction >) const
Discretizes the time interval into predefined number of periods.
Definition: discretizeWithNumberOfSteps.cpp:7
File contains definition of tenor class.
int n_
Number of grid nodes.
Definition: discretizeWithNumberOfSteps.hpp:27
File contains definition of TimeDiscretization class.