QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
utilities
vectors.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2007 StatPro Italia srl
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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/*! \file vectors.hpp
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\brief Utilities for vector manipulation
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*/
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#ifndef quantlib_utilities_vectors_hpp
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#define quantlib_utilities_vectors_hpp
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#include <
ql/types.hpp
>
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#include <vector>
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namespace
QuantLib
{
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namespace
detail {
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template
<
class
T,
class
U>
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T
get
(
const
std::vector<T>&
v
,
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Size
i,
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U defaultValue) {
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if
(
v
.empty()) {
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return
static_cast<
T
>
(defaultValue);
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}
else
if
(i <
v
.size()) {
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return
v
[i];
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}
else
{
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return
v
.back();
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}
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}
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}
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}
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#endif
T
Time T
Definition:
defaultdensitystructure.cpp:33
QuantLib::Size
std::size_t Size
size of a container
Definition:
types.hpp:58
QuantLib::detail::get
T get(const std::vector< T > &v, Size i, U defaultValue)
Definition:
vectors.hpp:35
QuantLib
Definition:
any.hpp:35
v
ext::shared_ptr< BlackVolTermStructure > v
Definition:
perturbativebarrieroptionengine.cpp:1487
types.hpp
Custom types.
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