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QuantLib_ECB
Langue: en
Version: 376594 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
- NAME
- SYNOPSIS
- Detailed Description
- Member Function Documentation
- static Date date (const std::string & ecbCode, const Date & referenceDate = Date()) [static]returns the ECB date for the given ECB code (e.g. March xxth, 2013 for MAR10).
- static std::string code (const Date & ecbDate) [static]returns the ECB code for the given date (e.g. MAR10 for March xxth, 2010).
- static bool isECBdate (const Date & d) [static]returns whether or not the given date is a maintenance period start date
- Author
NAME
QuantLib::ECB -European Central Bank reserve maintenance dates.
SYNOPSIS
#include <ql/time/ecb.hpp>
Static Public Member Functions
static const std::set< Date > & knownDates ()
static void addDate (const Date &d)
static void removeDate (const Date &d)
static Date date (Month m, Year y)
maintenance period start date in the given month/year
static Date date (const std::string &ecbCode, const Date &referenceDate=Date())
static std::string code (const Date &ecbDate)
static Date nextDate (const Date &d=Date())
next maintenance period start date following the given date
static Date nextDate (const std::string &ecbCode, const Date &referenceDate=Date())
next maintenance period start date following the given ECB code
static std::vector< Date > nextDates (const Date &d=Date())
next maintenance period start dates following the given date
static std::vector< Date > nextDates (const std::string &ecbCode, const Date &referenceDate=Date())
next maintenance period start dates following the given code
static bool isECBdate (const Date &d)
static bool isECBcode (const std::string &in)
returns whether or not the given string is an ECB code
static std::string nextCode (const Date &d=Date())
next ECB code following the given date
static std::string nextCode (const std::string &ecbCode)
next ECB code following the given code
Detailed Description
European Central Bank reserve maintenance dates.
Member Function Documentation
static Date date (const std::string & ecbCode, const Date & referenceDate = Date()) [static]returns the ECB date for the given ECB code (e.g. March xxth, 2013 for MAR10).
Warning
- It raises an exception if the input string is not an ECB code
static std::string code (const Date & ecbDate) [static]returns the ECB code for the given date (e.g. MAR10 for March xxth, 2010).
Warning
- It raises an exception if the input date is not an ECB date
static bool isECBdate (const Date & d) [static]returns whether or not the given date is a maintenance period start date
Author
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