dategrid.hpp File Reference

The date grid class. More...

#include <map>
#include <ql/time/calendars/target.hpp>
#include <ql/time/daycounters/actualactual.hpp>
#include <ql/timegrid.hpp>

Classes
class	DateGrid
	Simulation Date Grid. More...

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Functions
QuantLib::ext::shared_ptr< DateGrid >	generateShiftedDateGrid (const QuantLib::ext::shared_ptr< DateGrid > &dg, const QuantLib::Period &shift=QuantLib::Period(2, QuantLib::Weeks))
QuantLib::ext::shared_ptr< DateGrid >	combineDateGrids (const QuantLib::ext::shared_ptr< DateGrid > &dg1, const QuantLib::ext::shared_ptr< DateGrid > &dg2)

Detailed Description

The date grid class.