path.hpp
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Path is a series of real numbers indexed with time. In general, it is identical with a series of time...
Definition: path.hpp:18
Definition: cadHoliday.cpp:3
File contains definition of TimeGrid class.
TimeGrid time_
Time points indexing the values hold in values_ vector.
Definition: path.hpp:25
std::vector< double > values_
Vector holding data points.
Definition: path.hpp:24