dategrid.cpp File Reference

#include <boost/algorithm/string.hpp>
#include <ored/utilities/dategrid.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/parsers.hpp>
#include <ql/settings.hpp>
#include <ql/time/daycounters/actualactual.hpp>

Go to the source code of this file.

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

Functions
QuantLib::ext::shared_ptr< DateGrid >	generateShiftedDateGrid (const QuantLib::ext::shared_ptr< DateGrid > &dg, const QuantLib::Period &shift)
QuantLib::ext::shared_ptr< DateGrid >	combineDateGrids (const QuantLib::ext::shared_ptr< DateGrid > &dg1, const QuantLib::ext::shared_ptr< DateGrid > &dg2)