Time grids and time discretization patterns. More...

Classes

class  julian::DiscretizeWithNumberOfSteps
 Discretizes the time interval into predefined number of periods . More...
 
class  julian::DiscretizeWithNumberOfStepsPerYear
 Discretize the time interval in a way that each year have the same number of time steps . More...
 
class  julian::DiscretizeWithTenor
 Discretize the time interval in such way that distance between each nodes is equal to tenor provided. More...
 
class  julian::TimeDiscretization
 Class implements a TimeDiscretization object. More...
 
class  julian::TimeGrid
 Class implements a TimeGrid object. More...
 
class  julian::BuildTimeGrid
 Class implements a builder of TimeGrid object. More...
 

Detailed Description

Time grids and time discretization patterns.

Time grids are used to generate time intervals.