timeGridBuilder.hpp
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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.
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
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