QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <sampledcurve.hpp>
Public Member Functions | |
SampledCurve (Size gridSize=0) | |
SampledCurve (const Array &grid) | |
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 | |
Array | grid_ |
Array | values_ |
QL_DEPRECATED_DISABLE_WARNING void | swap (SampledCurve &) noexcept |
QL_DEPRECATED_ENABLE_WARNING 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 > | |
QL_DEPRECATED_DISABLE_WARNING const SampledCurve & | transform (T x) |
template<class T > | |
const SampledCurve & | transformGrid (T x) |
Definition at line 36 of file sampledcurve.hpp.
QL_DEPRECATED_ENABLE_WARNING QL_DEPRECATED_DISABLE_WARNING SampledCurve | ( | Size | gridSize = 0 | ) |
Definition at line 178 of file sampledcurve.hpp.
SampledCurve | ( | const Array & | grid | ) |
Definition at line 181 of file sampledcurve.hpp.
const Array & grid | ( | ) | const |
Array & grid | ( | ) |
Definition at line 184 of file sampledcurve.hpp.
const Array & values | ( | ) | const |
Array & values | ( | ) |
Definition at line 196 of file sampledcurve.hpp.
Definition at line 200 of file sampledcurve.hpp.
Definition at line 204 of file sampledcurve.hpp.
Definition at line 212 of file sampledcurve.hpp.
Size size | ( | ) | const |
Definition at line 216 of file sampledcurve.hpp.
bool empty | ( | ) | const |
Definition at line 220 of file sampledcurve.hpp.
void setGrid | ( | const Array & | g | ) |
Definition at line 224 of file sampledcurve.hpp.
void setValues | ( | const Array & | g | ) |
Definition at line 228 of file sampledcurve.hpp.
void sample | ( | const F & | f | ) |
Real valueAtCenter | ( | ) | const |
Real firstDerivativeAtCenter | ( | ) | const |
Real secondDerivativeAtCenter | ( | ) | const |
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noexcept |
Definition at line 232 of file sampledcurve.hpp.
QL_DEPRECATED_ENABLE_WARNING void setLogGrid | ( | Real | min, |
Real | max | ||
) |
Definition at line 89 of file sampledcurve.hpp.
void shiftGrid | ( | Real | s | ) |
Definition at line 96 of file sampledcurve.hpp.
void scaleGrid | ( | Real | s | ) |
Definition at line 99 of file sampledcurve.hpp.
void regrid | ( | const Array & | new_grid | ) |
QL_DEPRECATED_DISABLE_WARNING const SampledCurve & transform | ( | T | x | ) |
Definition at line 141 of file sampledcurve.hpp.
const SampledCurve & transformGrid | ( | T | x | ) |
Definition at line 148 of file sampledcurve.hpp.
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private |
Definition at line 156 of file sampledcurve.hpp.
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private |
Definition at line 157 of file sampledcurve.hpp.