TimePeriod Class Reference

Handles non-contiguous time period. More...

#include <ored/utilities/timeperiod.hpp>

Collaboration diagram for TimePeriod:

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

Private Attributes
std::vector< Date >	startDates_
std::vector< Date >	endDates_

Detailed Description

Handles non-contiguous time period.

Definition at line 41 of file timeperiod.hpp.

Constructor & Destructor Documentation

TimePeriod()

TimePeriod	(	const std::vector< Date > &	dates,
		Size	mporDays = QuantLib::Null<Size>(),
		const QuantLib::Calendar &	calendar = QuantLib::Calendar()
	)

Definition at line 28 of file timeperiod.cpp.

                                                                                                    {
    QL_REQUIRE(dates.size() % 2 == 0, "TimePeriod: dates size must be an even number, got " << dates.size());
    for (Size i = 0; i < dates.size(); ++i) {
        if (i % 2 == 0) {
            Date sDate = dates[i];
            if (!calendar.empty() && mporDays != QuantLib::Null<Size>())
                sDate = calendar.advance(sDate, -mporDays * QuantLib::Days);
            startDates_.push_back(sDate);
        }
        else
            endDates_.push_back(dates[i]);
    }
}

Member Function Documentation

numberOfContiguousParts()

Size numberOfContiguousParts

(

)

const

Definition at line 51 of file timeperiod.hpp.

{ return startDates_.size(); }

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startDates()

const std::vector< Date > & startDates

(

)

const

Definition at line 52 of file timeperiod.hpp.

{ return startDates_; }

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endDates()

const std::vector< Date > & endDates

(

)

const

Definition at line 53 of file timeperiod.hpp.

{ return endDates_; }

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contains()

bool contains

(

const Date &

d

)

const

Definition at line 42 of file timeperiod.cpp.

                                             {
    for (Size i = 0; i < startDates_.size(); ++i) {
        if (d >= startDates_[i] && d <= endDates_[i])
            return true;
    }
    return false;
}

Member Data Documentation

startDates_

std::vector<Date> startDates_

private

Definition at line 57 of file timeperiod.hpp.

endDates_

std::vector<Date> endDates_

private

Definition at line 57 of file timeperiod.hpp.