utilities.cpp File Reference

#include <ql/models/marketmodels/utilities.hpp>
#include <ql/errors.hpp>
#include <algorithm>
#include <valarray>

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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)