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| FxVolatilityTimeWeighting (const FxVolatilityTimeWeighting &w) |
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| FxVolatilityTimeWeighting (const Date &asof, const DayCounter &dayCounter, const std::vector< double > &weekdayWeights={}, const std::vector< std::pair< Calendar, double > > &tradingCenters={}, const std::map< Date, double > &events={}) |
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Real | operator() (const double t) const |
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Real | operator() (const Date &d) const |
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const Date & | asof () const |
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const DayCounter & | dayCounter () const |
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const std::vector< double > & | weekdayWeights () const |
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const std::vector< std::pair< Calendar, double > > & | tradingCenters () const |
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const std::map< Date, double > & | events () const |
