Handles non-contiguous time period.
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#include <ored/utilities/timeperiod.hpp>
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| TimePeriod (const std::vector< Date > &dates, Size mporDays=QuantLib::Null< Size >(), const QuantLib::Calendar &calendar=QuantLib::Calendar()) |
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Size | numberOfContiguousParts () const |
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const std::vector< Date > & | startDates () const |
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const std::vector< Date > & | endDates () const |
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bool | contains (const Date &d) const |
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Handles non-contiguous time period.
