A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
|
This class contains a sampled curve. More...
#include <ql/math/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 | |
| 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) |
This class contains a sampled curve.
Initially the class will contain one indexed curve
| Real valueAtCenter | ( | ) | const |
| Real firstDerivativeAtCenter | ( | ) | const |
| Real secondDerivativeAtCenter | ( | ) | const |