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Reference manual - version ored_version
timeperiod.hpp File Reference

non-contiguous time period handling More...

#include <ql/errors.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/date.hpp>
#include <vector>

Classes

class  TimePeriod
 Handles non-contiguous time period. More...

Namespaces

namespace  ore
 Serializable Credit Default Swap.
namespace  ore::data

Functions

TimePeriod totalTimePeriod (std::vector< std::string > timePeriods, Size mporDays=QuantLib::Null< Size >(), const QuantLib::Calendar &calendar=QuantLib::Calendar())
std::ostream & operator<< (std::ostream &out, const TimePeriod &t)

Detailed Description

non-contiguous time period handling