QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | Related Functions | List of all members
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)
 
void normalize ()
 

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