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Fully annotated reference manual - version 1.8.12
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Namespaces | Functions
time.cpp File Reference
#include <qle/utilities/time.hpp>
#include <ql/errors.hpp>
#include <ql/math/comparison.hpp>
#include <ql/time/dategenerationrule.hpp>
#include <ql/time/period.hpp>
#include <ql/time/schedule.hpp>
#include <ql/types.hpp>
#include <vector>

Go to the source code of this file.

Namespaces

namespace  QuantExt
 

Functions

Real periodToTime (const Period &p)
 
QuantLib::Period implyIndexTerm (const Date &startDate, const Date &endDate)
 
QuantLib::Date lowerDate (const Real t, const QuantLib::Date &refDate, const QuantLib::DayCounter &dc)
 
QuantLib::Period tenorFromLength (const QuantLib::Real length)
 
QuantLib::Integer daylightSavingCorrection (const std::string &location, const QuantLib::Date &start, const QuantLib::Date &end)