utilities.hpp File Reference

#include <ql/types.hpp>
#include <vector>
#include <valarray>

Go to the source code of this file.

Namespaces
namespace	QuantLib

Functions
void	mergeTimes (const std::vector< std::vector< Time > > &times, std::vector< Time > &mergedTimes, std::vector< std::valarray< bool > > &isPresent)
std::valarray< bool >	isInSubset (const std::vector< Time > &set, const std::vector< Time > &subset)
void	checkIncreasingTimes (const std::vector< Time > &times)
	check for strictly increasing times, first time greater than zero More...
void	checkIncreasingTimesAndCalculateTaus (const std::vector< Time > &times, std::vector< Time > &taus)