Class SampledCurve

This class contains a sampled curve.

Initially the class will contain one indexed curve

Hierarchy

SampledCurve

Index

Properties

Methods

Properties

Private _grid

_grid: Real[]

Private _values

_values: Real[]

Methods

empty

empty(): boolean

- Defined in ql/math/sampledcurve.ts:56
Returns boolean

firstDerivativeAtCenter

firstDerivativeAtCenter(): Real

- Defined in ql/math/sampledcurve.ts:95
todo

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

Returns Real

grid

grid(): Real[]

- Defined in ql/math/sampledcurve.ts:32
Returns Real[]

gridValue

gridValue(i: Size): Real

- Defined in ql/math/sampledcurve.ts:40
Parameters
- i: Size
Returns Real

init1

init1(gridSize?: Size): SampledCurve

- Defined in ql/math/sampledcurve.ts:19
Parameters
- Default value gridSize: Size = 0
Returns SampledCurve

init2

init2(grid: Real[]): SampledCurve

- Defined in ql/math/sampledcurve.ts:26
Parameters
- grid: Real[]
Returns SampledCurve

regrid1

regrid1(new_grid: Real[]): void

- Defined in ql/math/sampledcurve.ts:157
Parameters
- new_grid: Real[]
Returns void

regrid2

regrid2(new_grid: Real[], func: UnaryFunction<Real, Real>): void

- Defined in ql/math/sampledcurve.ts:175
Parameters
- new_grid: Real[]
- func: UnaryFunction<Real, Real>
Returns void

regridLogGrid

regridLogGrid(min: Real, max: Real): void

- Defined in ql/math/sampledcurve.ts:145
Parameters
- min: Real
- max: Real
Returns void

sample

sample(f: UnaryFunction<Real, Real>): void

- Defined in ql/math/sampledcurve.ts:68
Parameters
- f: UnaryFunction<Real, Real>
Returns void

scaleGrid

scaleGrid(s: Real): void

- Defined in ql/math/sampledcurve.ts:152
Parameters
- s: Real
Returns void

secondDerivativeAtCenter

secondDerivativeAtCenter(): Real

- Defined in ql/math/sampledcurve.ts:113
todo

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

Returns Real

set

set(i: Size, v: Real): void

- Defined in ql/math/sampledcurve.ts:48
Parameters
- i: Size
- v: Real
Returns void

setGrid

setGrid(g: Real[]): void

- Defined in ql/math/sampledcurve.ts:60
Parameters
- g: Real[]
Returns void

setLogGrid

setLogGrid(min: Real, max: Real): void

- Defined in ql/math/sampledcurve.ts:141
Parameters
- min: Real
- max: Real
Returns void

setValues

setValues(g: Real[]): void

- Defined in ql/math/sampledcurve.ts:64
Parameters
- g: Real[]
Returns void

shiftGrid

shiftGrid(s: Real): void

- Defined in ql/math/sampledcurve.ts:149
Parameters
- s: Real
Returns void

size

size(): Size

- Defined in ql/math/sampledcurve.ts:52
Returns Size

swap

swap(from: SampledCurve): void

- Defined in ql/math/sampledcurve.ts:136
Parameters
- from: SampledCurve
Returns void

transform

transform(f: UnaryFunction<Real, Real>): SampledCurve

- Defined in ql/math/sampledcurve.ts:195
Parameters
- f: UnaryFunction<Real, Real>
Returns SampledCurve

transformGrid

transformGrid(f: UnaryFunction<Real, Real>): SampledCurve

- Defined in ql/math/sampledcurve.ts:200
Parameters
- f: UnaryFunction<Real, Real>
Returns SampledCurve

value

value(i: Size): Real

- Defined in ql/math/sampledcurve.ts:44
Parameters
- i: Size
Returns Real

valueAtCenter

valueAtCenter(): Real

- Defined in ql/math/sampledcurve.ts:79
todo

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

Returns Real

values

values(): Real[]

- Defined in ql/math/sampledcurve.ts:36
Returns Real[]