discretizeWithNumberOfStepsPerYear.hpp
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1 #ifndef JULIAN_DISCRETIZEWITHNUMBEROFSTEPSPERYEAR_HPP
2 #define JULIAN_DISCRETIZEWITHNUMBEROFSTEPSPERYEAR_HPP
3 
5 #include <dates/tenor.hpp>
6 
7 namespace julian {
8 
22  public:
25  explicit DiscretizeWithNumberOfStepsPerYear(int n): n_(n){};
26  virtual std::vector<double> operator()(Date start_date, Date end_date, SmartPointer<YearFraction> yf) const;
29  private:
30  int n_;
31  };
32 }
33 #endif
virtual DiscretizeWithNumberOfStepsPerYear * clone() const
Virtual copy constructor.
Definition: discretizeWithNumberOfStepsPerYear.cpp:25
Definition: cadHoliday.cpp:3
Template of deep-coping smart pointer.
Definition: smartPointer.hpp:14
Class implements a TimeDiscretization object.
Definition: timeDiscretization.hpp:24
DiscretizeWithNumberOfStepsPerYear(int n)
Constructor.
Definition: discretizeWithNumberOfStepsPerYear.hpp:25
Class implements a date object.
Definition: date.hpp:27
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.