timeGrid.hpp
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1 #ifndef JULIAN_TIMEGRID_HPP
2 #define JULIAN_TIMEGRID_HPP
3 
4 #include <dates/date.hpp>
5 #include <vector>
6 
7 namespace julian {
8 
21  class TimeGrid {
22  public:
23  TimeGrid(){};
24  TimeGrid(Date start_date, Date end_date, std::vector<double> time);
25  double get(int i) const;
26  double getDiff(int i) const;
27  unsigned int getSize() const;
28  std::vector<double> getGrid() const;
29 
30  private:
33  std::vector<double> time_;
34  };
35 } // julian
36 
37 #endif
Class implements a TimeGrid object.
Definition: timeGrid.hpp:21
Date end_date_
Date determining ending of the interval.
Definition: timeGrid.hpp:32
Definition: cadHoliday.cpp:3
double getDiff(int i) const
returns difference between i-th and (i-1)-th time
Definition: timeGrid.cpp:29
File contains definition of date class.
Date start_date_
Date determining beginning of the interval.
Definition: timeGrid.hpp:31
unsigned int getSize() const
returns number of nodes
Definition: timeGrid.cpp:36
std::vector< double > time_
Real numbers representing nodes of time greed.
Definition: timeGrid.hpp:33
Class implements a date object.
Definition: date.hpp:27
std::vector< double > getGrid() const
returns time grid
Definition: timeGrid.cpp:17