Class implements a tenor object. More...

#include <tenor.hpp>

Public Member Functions

 Tenor ()
 Constructor. More...
 
 Tenor (TimeUnit)
 Constructor - set unit, number is 1. More...
 
 Tenor (int, TimeUnit)
 Constructor - set unit and number. More...
 
 Tenor (std::string)
 Constructor - string. More...
 
Tenor operator= (TimeUnit)
 Creates tenor by time unit as rvalue. More...
 
int getNumberOfUnits () const
 returns number of time units More...
 
TimeUnit getTimeUnit () const
 returns time unit More...
 
 operator std::string () const
 Converts tenor to std::string. More...
 

Private Attributes

TimeUnit unit_
 This variable holds type of time unit. More...
 
int number_of_units_
 This integer represents number of time units. More...
 

Friends

std::ostream & operator<< (std::ostream &, Tenor &)
 Prints tenor. More...
 

Detailed Description

Class implements a tenor object.

Tenor is a object that posses number of time units (see TimeUnit enumeration). Quotings in the market are given for certain tenors. This class helps to represent the concept on tenor.

Constructor & Destructor Documentation

julian::Tenor::Tenor ( )

Constructor.

This constructor set unit to Day and the number of units to 1.

julian::Tenor::Tenor ( TimeUnit  a)

Constructor - set unit, number is 1.

This constructors builds object on the basis of provided time unit. Default number of units is 1.

julian::Tenor::Tenor ( int  n,
TimeUnit  unit 
)

Constructor - set unit and number.

This constructors builds object on the basis of provided time unit and integer.

julian::Tenor::Tenor ( std::string  str)

Constructor - string.

This constructors builds object on the basis of string provided. The string should have form NU, where N is the number of units and U is:

  • 'D' for Day
  • 'W' for Week
  • 'M' for Month
  • 'Q' for Quarter
  • 'Y' for year.

Member Function Documentation

int julian::Tenor::getNumberOfUnits ( ) const

returns number of time units

Method returns number of time units held by instance.

TimeUnit julian::Tenor::getTimeUnit ( ) const

returns time unit

Methods return name of time unit held by instance.

julian::Tenor::operator std::string ( ) const

Converts tenor to std::string.

Conversion operator to std::string.

Tenor julian::Tenor::operator= ( TimeUnit  u)

Creates tenor by time unit as rvalue.

Methods overloads operator=. It enables to create tenors object by providing time unit as rvalue.

Friends And Related Function Documentation

std::ostream& operator<< ( std::ostream &  s,
Tenor t 
)
friend

Prints tenor.

This is definition of overloaded << operator that enables printing Tenor on console application.

Member Data Documentation

int julian::Tenor::number_of_units_
private

This integer represents number of time units.

TimeUnit julian::Tenor::unit_
private

This variable holds type of time unit.


The documentation for this class was generated from the following files:
  • C:/Unix/home/OEM/jULIAN/src/dates/tenor.hpp
  • C:/Unix/home/OEM/jULIAN/src/dates/tenor.cpp