QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
Loading...
Searching...
No Matches
Period Class Reference

#include <ql/time/period.hpp>

Public Member Functions

 Period (Integer n, TimeUnit units)
 Period (Frequency f)
Integer length () const
TimeUnit units () const
Frequency frequency () const
Periodoperator+= (const Period &)
Periodoperator-= (const Period &)
Periodoperator*= (Integer)
Periodoperator/= (Integer)
void normalize ()
Period normalized () const

(Note that these are not member symbols.)

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.