discretizeWithNumberOfStepsPerYear.hpp
Go to the documentation of this file.
26 virtual std::vector<double> operator()(Date start_date, Date end_date, SmartPointer<YearFraction> yf) const;
virtual DiscretizeWithNumberOfStepsPerYear * clone() const
Virtual copy constructor.
Definition: discretizeWithNumberOfStepsPerYear.cpp:25
Definition: cadHoliday.cpp:3
Class implements a TimeDiscretization object.
Definition: timeDiscretization.hpp:24
DiscretizeWithNumberOfStepsPerYear(int n)
Constructor.
Definition: discretizeWithNumberOfStepsPerYear.hpp:25
File contains definition of tenor class.
int n_
Number of grid nodes per year.
Definition: discretizeWithNumberOfStepsPerYear.hpp:28
virtual std::vector< double > operator()(Date start_date, Date end_date, SmartPointer< YearFraction > yf) const
Discretize the time interval in a way that each year have the same number of time steps...
Definition: discretizeWithNumberOfStepsPerYear.cpp:7
Discretize the time interval in a way that each year have the same number of time steps ...
Definition: discretizeWithNumberOfStepsPerYear.hpp:21
File contains definition of TimeDiscretization class.