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Namespaces |
namespace | QuantLib |
namespace | QuantLib::detail |
namespace | QuantLib::io |
Classes |
struct | IMM |
| Main cycle of the International Money Market (a.k.a. IMM) Months. More...
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class | Period |
| Time period described by a number of a given time unit. More...
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class | Date |
| Concrete date class. More...
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Typedefs |
typedef Integer | QuantLib::Day |
| Day number.
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typedef Integer | QuantLib::Year |
| Year number.
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Enumerations |
enum | QuantLib::Weekday {
Sunday = 1,
Monday = 2,
Tuesday = 3,
Wednesday = 4,
Thursday = 5,
Friday = 6,
Saturday = 7,
Sun = 1,
Mon = 2,
Tue = 3,
Wed = 4,
Thu = 5,
Fri = 6,
Sat = 7
} |
enum | QuantLib::Month {
January = 1,
February = 2,
March = 3,
April = 4,
May = 5,
June = 6,
July = 7,
August = 8,
September = 9,
October = 10,
November = 11,
December = 12,
Jan = 1,
Feb = 2,
Mar = 3,
Apr = 4,
Jun = 6,
Jul = 7,
Aug = 8,
Sep = 9,
Oct = 10,
Nov = 11,
Dec = 12
} |
| Month names.
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enum | QuantLib::IMMMonth { H = 3,
M = 6,
U = 9,
Z = 12
} |
| Main cycle of the International Money Market (a.k.a. IMM) Months. More...
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enum | QuantLib::Frequency {
QuantLib::NoFrequency = -1,
QuantLib::Once = 0,
QuantLib::Annual = 1,
QuantLib::Semiannual = 2,
QuantLib::EveryFourthMonth = 3,
QuantLib::Quarterly = 4,
QuantLib::Bimonthly = 6,
QuantLib::Monthly = 12
} |
| Frequency of events. More...
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enum | QuantLib::TimeUnit { Days,
Weeks,
Months,
Years
} |
| Units used to describe time periods.
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Functions |
std::ostream & | QuantLib::detail::operator<< (std::ostream &, const long_weekday_holder &) |
std::ostream & | QuantLib::detail::operator<< (std::ostream &, const short_weekday_holder &) |
std::ostream & | QuantLib::detail::operator<< (std::ostream &, const shortest_weekday_holder &) |
detail::long_weekday_holder | QuantLib::io::long_weekday (Weekday) |
| output weekdays in long format
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detail::short_weekday_holder | QuantLib::io::short_weekday (Weekday) |
| output weekdays in short format (three letters)
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detail::shortest_weekday_holder | QuantLib::io::shortest_weekday (Weekday) |
| output weekdays in shortest format (two letters)
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std::ostream & | QuantLib::detail::operator<< (std::ostream &, const long_period_holder &) |
std::ostream & | QuantLib::detail::operator<< (std::ostream &, const short_period_holder &) |
detail::long_period_holder | QuantLib::io::long_period (const Period &) |
| output periods in long format (e.g. "2 weeks")
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detail::short_period_holder | QuantLib::io::short_period (const Period &) |
| output periods in short format (e.g. "2w")
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std::ostream & | QuantLib::detail::operator<< (std::ostream &, const short_date_holder &) |
std::ostream & | QuantLib::detail::operator<< (std::ostream &, const long_date_holder &) |
std::ostream & | QuantLib::detail::operator<< (std::ostream &, const iso_date_holder &) |
detail::short_date_holder | QuantLib::io::short_date (const Date &) |
| output dates in short format (mm/dd/yyyy)
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detail::long_date_holder | QuantLib::io::long_date (const Date &) |
| output dates in long format (Month ddth, yyyy)
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detail::iso_date_holder | QuantLib::io::iso_date (const Date &) |
| output dates in ISO format (yyyy-mm-dd)
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Period | QuantLib::operator * (Integer n, TimeUnit units) |
Period | QuantLib::operator * (TimeUnit units, Integer n) |
bool | QuantLib::operator== (const Period &p1, const Period &p2) |
bool | QuantLib::operator!= (const Period &p1, const Period &p2) |
bool | QuantLib::operator> (const Period &p1, const Period &p2) |
bool | QuantLib::operator<= (const Period &p1, const Period &p2) |
bool | QuantLib::operator>= (const Period &p1, const Period &p2) |
BigInteger | QuantLib::operator- (const Date &d1, const Date &d2) |
bool | QuantLib::operator== (const Date &d1, const Date &d2) |
bool | QuantLib::operator!= (const Date &d1, const Date &d2) |
bool | QuantLib::operator< (const Date &d1, const Date &d2) |
bool | QuantLib::operator<= (const Date &d1, const Date &d2) |
bool | QuantLib::operator> (const Date &d1, const Date &d2) |
bool | QuantLib::operator>= (const Date &d1, const Date &d2) |