timeGridBuilder.hpp
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1 
2 #ifndef JULIAN_TIMEGRIDBUILDER_HPP
3 #define JULIAN_TIMEGRIDBUILDER_HPP
4 
6 #include <dates/date.hpp>
7 #include <dates/tenor.hpp>
9 
10 namespace julian {
11 
24  class BuildTimeGrid {
25  public:
26  BuildTimeGrid(){};
27 
29  BuildTimeGrid& setEndDate(const Date&);
32 
33  operator TimeGrid();
34  private:
39  };
40 }
41 #endif
Class implements a TimeGrid object.
Definition: timeGrid.hpp:21
Definition: cadHoliday.cpp:3
Date end_date_
Date determining ending of the interval.
Definition: timeGridBuilder.hpp:36
BuildTimeGrid & setStartDate(const Date &)
provides start date
Definition: timeGridBuilder.cpp:17
File contains definition of TimeGrid class.
Template of deep-coping smart pointer.
Definition: smartPointer.hpp:14
File contains definition of date class.
BuildTimeGrid & setDiscretization(const SmartPointer< TimeDiscretization > &d_)
provides discretization algorithm
Definition: timeGridBuilder.cpp:41
BuildTimeGrid & setYearFraction(const SmartPointer< YearFraction > yf_)
provides year fraction
Definition: timeGridBuilder.cpp:33
BuildTimeGrid & setEndDate(const Date &)
provides end date
Definition: timeGridBuilder.cpp:25
Date start_date_
Date determining beginning of the interval.
Definition: timeGridBuilder.hpp:35
Class implements a date object.
Definition: date.hpp:27
File contains definition of tenor class.
Class implements a builder of TimeGrid object.
Definition: timeGridBuilder.hpp:24
SmartPointer< TimeDiscretization > discretizer_
Interface of discretization algorithm.
Definition: timeGridBuilder.hpp:38
File contains definition of TimeDiscretization class.
SmartPointer< YearFraction > yf_
Year Fraction converting time interval into real number interval.
Definition: timeGridBuilder.hpp:37