SampledCurve Class Reference

#include <ql/math/sampledcurve.hpp>

Collaboration diagram for SampledCurve:

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)

Detailed Description

Deprecated:

Use the new finite-differences framework instead. Deprecated in version 1.32.

Definition at line 36 of file sampledcurve.hpp.

Constructor & Destructor Documentation

SampledCurve() [1/2]

QL_DEPRECATED_ENABLE_WARNING QL_DEPRECATED_DISABLE_WARNING SampledCurve

(

Size

gridSize = 0

)

Definition at line 178 of file sampledcurve.hpp.

SampledCurve() [2/2]

SampledCurve

(

const Array &

grid

)

Definition at line 181 of file sampledcurve.hpp.

Member Function Documentation

grid() [1/2]

const Array & grid

(

)

const

Definition at line 188 of file sampledcurve.hpp.

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grid() [2/2]

Array & grid

(

)

Definition at line 184 of file sampledcurve.hpp.

values() [1/2]

const Array & values

(

)

const

Definition at line 192 of file sampledcurve.hpp.

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values() [2/2]

Array & values

(

)

Definition at line 196 of file sampledcurve.hpp.

gridValue() [1/2]

Real gridValue

(

Size

i

)

const

Definition at line 200 of file sampledcurve.hpp.

gridValue() [2/2]

Real & gridValue

(

Size

i

)

Definition at line 204 of file sampledcurve.hpp.

value() [1/2]

Real value

(

Size

i

)

const

Definition at line 208 of file sampledcurve.hpp.

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value() [2/2]

Real & value

(

Size

i

)

Definition at line 212 of file sampledcurve.hpp.

size()

Size size

(

)

const

Definition at line 216 of file sampledcurve.hpp.

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empty()

bool empty

(

)

const

Definition at line 220 of file sampledcurve.hpp.

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setGrid()

void setGrid

(

const Array &

g

)

Definition at line 224 of file sampledcurve.hpp.

setValues()

void setValues

(

const Array &

g

)

Definition at line 228 of file sampledcurve.hpp.

sample()

void sample

(

const F &

f

)

Definition at line 60 of file sampledcurve.hpp.

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valueAtCenter()

Real valueAtCenter

(

)

const

Definition at line 24 of file sampledcurve.cpp.

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firstDerivativeAtCenter()

Real firstDerivativeAtCenter

(

)

const

Definition at line 33 of file sampledcurve.cpp.

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secondDerivativeAtCenter()

Real secondDerivativeAtCenter

(

)

const

Definition at line 46 of file sampledcurve.cpp.

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swap()

void swap ( SampledCurve &  from )

noexcept

Definition at line 232 of file sampledcurve.hpp.

setLogGrid()

QL_DEPRECATED_ENABLE_WARNING void setLogGrid	(	Real	min,
		Real	max
	)

Definition at line 89 of file sampledcurve.hpp.

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regridLogGrid()

void regridLogGrid	(	Real	min,
		Real	max
	)

Definition at line 92 of file sampledcurve.hpp.

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shiftGrid()

void shiftGrid

(

Real

s

)

Definition at line 96 of file sampledcurve.hpp.

scaleGrid()

void scaleGrid

(

Real

s

)

Definition at line 99 of file sampledcurve.hpp.

regrid() [1/2]

void regrid

(

const Array &

new_grid

)

Definition at line 67 of file sampledcurve.cpp.

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regrid() [2/2]

void regrid	(	const Array &	new_grid,
		T	func
	)

Definition at line 111 of file sampledcurve.hpp.

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transform()

QL_DEPRECATED_DISABLE_WARNING const SampledCurve & transform

(

T

x

)

Definition at line 141 of file sampledcurve.hpp.

transformGrid()

const SampledCurve & transformGrid

(

T

x

)

Definition at line 148 of file sampledcurve.hpp.

Member Data Documentation

grid_

Array grid_

private

Definition at line 156 of file sampledcurve.hpp.

values_

Array values_

private

Definition at line 157 of file sampledcurve.hpp.