time.hpp File Reference

time related utilities. More...

#include <ql/time/date.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/period.hpp>

Functions
QuantLib::Real	periodToTime (const QuantLib::Period &p)
QuantLib::Period	implyIndexTerm (const QuantLib::Date &startDate, const QuantLib::Date &endDate)
QuantLib::Date	lowerDate (const QuantLib::Real t, const QuantLib::Date &refDate, const QuantLib::DayCounter &dc)
QuantLib::Period	tenorFromLength (const QuantLib::Real length)
QuantLib::Integer	daylightSavingCorrection (const std::string &location, const QuantLib::Date &start, const QuantLib::Date &end)

Detailed Description

time related utilities.

Function Documentation

implyIndexTerm()

QuantLib::Period QuantExt::implyIndexTerm	(	const QuantLib::Date &	startDate,
		const QuantLib::Date &	endDate
	)

Imply cds index term from start and end date. If no reasonable term can be implied, 0 * Days is returned