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>

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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, const QuantLib::Calendar &calendar)
std::ostream &	operator<< (std::ostream &out, const TimePeriod &t)

Detailed Description

non-contiguous time period handling

Definition in file timeperiod.hpp.