discretizeWithNumberOfSteps.hpp
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1 #ifndef JULIAN_DISCRETIZEWITHNUMBEROFSTEPS_HPP
2 #define JULIAN_DISCRETIZEWITHNUMBEROFSTEPS_HPP
3 
5 #include <dates/tenor.hpp>
6 
7 namespace julian {
8 
21  public:
24  explicit DiscretizeWithNumberOfSteps(int n): n_(n){}
25  virtual std::vector<double> operator()(Date , Date, SmartPointer<YearFraction>) const;
26  virtual DiscretizeWithNumberOfSteps* clone() const;
28  private:
29  int n_;
30  };
31 
32 } // namespace julian
33 #endif
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
Template of deep-coping smart pointer.
Definition: smartPointer.hpp:14
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
Class implements a date object.
Definition: date.hpp:27
File contains definition of tenor class.
int n_
Number of grid nodes.
Definition: discretizeWithNumberOfSteps.hpp:27
File contains definition of TimeDiscretization class.