QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Types | Public Member Functions | Public Attributes | List of all members
TimeSeries< T, Container >::reverse< container, std::bidirectional_iterator_tag > Struct Template Reference

#include <ql/timeseries.hpp>

+ Collaboration diagram for TimeSeries< T, Container >::reverse< container, std::bidirectional_iterator_tag >:

Public Types

typedef container::const_reverse_iterator const_reverse_iterator
 

Public Member Functions

 reverse (const container &c)
 
const_reverse_iterator rbegin () const
 
const_reverse_iterator rend () const
 

Public Attributes

const container & c_
 

Detailed Description

template<class T, class Container = std::map<Date, T>>
template<class container>
struct QuantLib::TimeSeries< T, Container >::reverse< container, std::bidirectional_iterator_tag >

Definition at line 136 of file timeseries.hpp.

Member Typedef Documentation

◆ const_reverse_iterator

typedef container::const_reverse_iterator const_reverse_iterator

Definition at line 138 of file timeseries.hpp.

Constructor & Destructor Documentation

◆ reverse()

reverse ( const container &  c)

Definition at line 139 of file timeseries.hpp.

Member Function Documentation

◆ rbegin()

const_reverse_iterator rbegin ( ) const

Definition at line 140 of file timeseries.hpp.

◆ rend()

const_reverse_iterator rend ( ) const

Definition at line 141 of file timeseries.hpp.

Member Data Documentation

◆ c_

const container& c_

Definition at line 142 of file timeseries.hpp.