Period Class Reference

#include <period.hpp>

Collaboration diagram for Period:

Public Member Functions
	Period ()=default
	Period (Integer n, TimeUnit units)
	Period (Frequency f)
Integer	length () const
TimeUnit	units () const
Frequency	frequency () const
Period &	operator+= (const Period &)
Period &	operator-= (const Period &)
Period &	operator*= (Integer)
Period &	operator/= (Integer)
void	normalize ()
Period	normalized () const

Private Attributes
Integer	length_ = 0
TimeUnit	units_ = Days

Related Functions
(Note that these are not member functions.)
Real	years (const Period &)
Real	months (const Period &)
Real	weeks (const Period &)
Real	days (const Period &)
template<typename T >
Period	operator* (T n, TimeUnit units)
template<typename T >
Period	operator* (TimeUnit units, T n)
Period	operator- (const Period &)
Period	operator* (Integer n, const Period &)
Period	operator* (const Period &, Integer n)
Period	operator/ (const Period &, Integer n)
Period	operator+ (const Period &, const Period &)
Period	operator- (const Period &, const Period &)
bool	operator< (const Period &, const Period &)
bool	operator== (const Period &, const Period &)
bool	operator!= (const Period &, const Period &)
bool	operator> (const Period &, const Period &)
bool	operator<= (const Period &, const Period &)
bool	operator>= (const Period &, const Period &)
std::ostream &	operator<< (std::ostream &, const Period &)

Detailed Description

This class provides a Period (length + TimeUnit) class and implements a limited algebra.

Tests:

self-consistency of algebra is checked.

Examples

BasketLosses.cpp, BermudanSwaption.cpp, Bonds.cpp, CDS.cpp, CVAIRS.cpp, CallableBonds.cpp, ConvertibleBonds.cpp, FittedBondCurve.cpp, LatentModel.cpp, MulticurveBootstrapping.cpp, and Repo.cpp.

Definition at line 44 of file period.hpp.

Constructor & Destructor Documentation

Period() [1/3]

Period ( )

default

Period() [2/3]

Period	(	Integer	n,
		TimeUnit	units
	)

Definition at line 47 of file period.hpp.

Period() [3/3]

Period ( Frequency  f )

explicit

Definition at line 29 of file period.cpp.

Member Function Documentation

length()

Integer length

(

)

const

Definition at line 50 of file period.hpp.

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units()

TimeUnit units

(

)

const

Definition at line 51 of file period.hpp.

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frequency()

Frequency frequency

(

)

const

Definition at line 69 of file period.cpp.

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operator+=()

Period & operator+=

(

const Period &

p

)

Definition at line 134 of file period.cpp.

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operator-=()

Period & operator-=

(

const Period &

p

)

Definition at line 219 of file period.cpp.

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operator*=()

Period & operator*=

(

Integer

n

)

Definition at line 223 of file period.cpp.

operator/=()

Period & operator/=

(

Integer

n

)

Definition at line 228 of file period.cpp.

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normalize()

void normalize

(

)

Definition at line 108 of file period.cpp.

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normalized()

Period normalized

(

)

const

Definition at line 140 of file period.hpp.

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Friends And Related Function Documentation

years()

Real years ( const Period &  )

related

Definition at line 279 of file period.cpp.

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months()

Real months ( const Period &  )

related

Definition at line 296 of file period.cpp.

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weeks()

Real weeks ( const Period &  )

related

Definition at line 313 of file period.cpp.

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days()

Real days ( const Period &  )

related

Definition at line 330 of file period.cpp.

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operator*() [1/4]

Period operator* ( T  n, TimeUnit  units  )

related

Definition at line 147 of file period.hpp.

operator*() [2/4]

Period operator* ( TimeUnit  units, T  n  )

related

Definition at line 152 of file period.hpp.

operator-() [1/2]

Period operator- ( const Period &  )

related

Definition at line 156 of file period.hpp.

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operator*() [3/4]

Period operator* ( Integer  n, const Period &    )

related

Definition at line 158 of file period.hpp.

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operator*() [4/4]

Period operator* ( const Period &  , Integer  n  )

related

Definition at line 160 of file period.hpp.

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operator/()

Period operator/ ( const Period &  , Integer  n  )

related

Definition at line 390 of file period.cpp.

operator+()

Period operator+ ( const Period &  , const Period &    )

related

Definition at line 380 of file period.cpp.

operator-() [2/2]

Period operator- ( const Period &  , const Period &    )

related

Definition at line 386 of file period.cpp.

operator<()

bool operator< ( const Period &  , const Period &    )

related

Definition at line 347 of file period.cpp.

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operator==()

bool operator== ( const Period &  , const Period &    )

related

Definition at line 162 of file period.hpp.

operator!=()

bool operator!= ( const Period &  , const Period &    )

related

Definition at line 166 of file period.hpp.

operator>()

bool operator> ( const Period &  , const Period &    )

related

Definition at line 170 of file period.hpp.

operator<=()

bool operator<= ( const Period &  , const Period &    )

related

Definition at line 174 of file period.hpp.

operator>=()

bool operator>= ( const Period &  , const Period &    )

related

Definition at line 178 of file period.hpp.

operator<<()

std::ostream & operator<< ( std::ostream &  , const Period &    )

related

Definition at line 398 of file period.cpp.

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Member Data Documentation

length_

Integer length_ = 0

private

Definition at line 60 of file period.hpp.

units_

TimeUnit units_ = Days

private

Definition at line 61 of file period.hpp.