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Reference manual - version ored_version
TimePeriod Class Reference

Handles non-contiguous time period. More...

#include <ored/utilities/timeperiod.hpp>

Public Member Functions

 TimePeriod (const std::vector< Date > &dates, Size mporDays=QuantLib::Null< Size >(), const QuantLib::Calendar &calendar=QuantLib::Calendar())
Size numberOfContiguousParts () const
const std::vector< Date > & startDates () const
const std::vector< Date > & endDates () const
bool contains (const Date &d) const

Detailed Description

Handles non-contiguous time period.