I have a vector of Period objects of different time units - months/years.
How can I easily convert this to another vector of timelength in year?
eg. consider the following vector available:
std::vector<Period> swaptionMaturities;
swaptionMaturities.push_back(Period(1, Months));
swaptionMaturities.push_back(Period(3, Months));
swaptionMaturities.push_back(Period(6, Months));
swaptionMaturities.push_back(Period(1, Years));
swaptionMaturities.push_back(Period(2, Years));
swaptionMaturities.push_back(Period(3, Years));
swaptionMaturities.push_back(Period(4, Years));
swaptionMaturities.push_back(Period(5, Years));
swaptionMaturities.push_back(Period(7, Years));
swaptionMaturities.push_back(Period(10,
Years));
I want to have a vector
std::vector<Time> times;
which has timeunits in year.
I looked at Period / Date Classes, but there does not seem to be any method for conversion.
Can someone please help?
Thanks ,
Amar
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