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Period

NAME

Period −

SYNOPSIS

#include <ql/time/period.hpp>

Public Member Functions

Period (Integer n, TimeUnit units)
Period
(Frequency f)
Integer length
() const
TimeUnit units
() const
Frequency frequency
() const
Period
& operator+= (const Period &)
Period
& operator-= (const Period &)
Period
& operator/= (Integer)
void normalize ()

Related Functions
(Note that these are not member functions.)

Real years (const Period &)
Real months
(const Period &)
Real weeks
(const Period &)
Real days
(const Period &)
template<typename T > Period operator* (T n, TimeUnit units)
template<typename T > Period operator* (TimeUnit units, T n)
Period operator-
(const Period &)
Period operator*
(Integer n, const Period &)
Period operator*
(const Period &, Integer n)
Period operator/
(const Period &, Integer n)
Period operator+
(const Period &, const Period &)
Period operator-
(const Period &, const Period &)
bool operator< (const Period &, const Period &)
bool operator== (const Period &, const Period &)
bool operator!= (const Period &, const Period &)
bool operator> (const Period &, const Period &)
bool operator<= (const Period &, const Period &)
bool operator>= (const Period &, const Period &)
std::ostream & operator<< (std::ostream &, const Period &)

Detailed Description

This class provides a Period (length + TimeUnit) class and implements a limited algebra.

Tests

self-consistency of algebra is checked.

Examples:

BermudanSwaption.cpp, Bonds.cpp, CallableBonds.cpp, ConvertibleBonds.cpp, FittedBondCurve.cpp, Repo.cpp, and swapvaluation.cpp.

Friends And Related Function Documentation

Real years (const Period &) [related]
Real months (const Period &)
[related]
Real weeks (const Period &)
[related]
Real days (const Period &)
[related]
Period operator* (Tn, TimeUnitunits)
[related]
Period operator* (TimeUnitunits, Tn)
[related]
Period operator- (const Period &)
[related]
Period operator* (Integern, const Period &)
[related]
Period operator* (const Period &, Integern)
[related]
Period operator/ (const Period &, Integern)
[related]
Period operator+ (const Period &, const Period &)
[related]
Period operator- (const Period &, const Period &)
[related]
bool operator< (const Period &, const Period &)
[related]
bool operator== (const Period &, const Period &)
[related]
bool operator!= (const Period &, const Period &)
[related]
bool operator> (const Period &, const Period &)
[related]
bool operator<= (const Period &, const Period &)
[related]
bool operator>= (const Period &, const Period &)
[related]
std::ostream & operator<< (std::ostream &, const Period &)
[related]

Author

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