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QuantLib_SampledCurve

NAME

QuantLib::SampledCurve -

This class contains a sampled curve.

SYNOPSIS

#include <ql/math/sampledcurve.hpp>

Public Member Functions

SampledCurve (Size gridSize=0)

SampledCurve (const Array &grid)

SampledCurve & operator= (const SampledCurve &)

inspectors

 

const Array & grid () const

Array & grid ()

const Array & values () const

Array & values ()

Real gridValue (Size i) const

Real & gridValue (Size i)

Real value (Size i) const

Real & value (Size i)

Size size () const

bool empty () const

modifiers

 

void setGrid (const Array &)

void setValues (const Array &)

template<class F > void sample (const F &f)

calculations

 

Real valueAtCenter () const

Real firstDerivativeAtCenter () const

Real secondDerivativeAtCenter () const

utilities

 

void swap (SampledCurve &)

void setLogGrid (Real min, Real max)

void regridLogGrid (Real min, Real max)

void shiftGrid (Real s)

void scaleGrid (Real s)

void regrid (const Array &new_grid)

template<class T > void regrid (const Array &new_grid, T func)

template<class T > const SampledCurve & transform (T x)

template<class T > const SampledCurve & transformGrid (T x)

Detailed Description

This class contains a sampled curve.

Initially the class will contain one indexed curve

Member Function Documentation

Real valueAtCenter () constPossible enhancements

replace or complement with a more general function valueAt(spot)

Real firstDerivativeAtCenter () constPossible enhancements

replace or complement with a more general function firstDerivativeAt(spot)

Real secondDerivativeAtCenter () constPossible enhancements

replace or complement with a more general function secondDerivativeAt(spot)

Author

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