RE: How to convert among timeunits in Per iod object

[Perissin Francesco]

I would calculate the end dates of each period, with the plus method applied to the starting date (i.e. today.plus(myPeriod)) ). Now, with the start and the end dates, you calculate the time between them:

 

Time myTime = Actual365().yearFraction(today, endDay)

 

Is this what you were looking for?

 

ciao

Francesco 

-----Original Message-----
From: amar singh [mailto:[hidden email]]
Sent: mercoledì, 10 dicembre 2003 21:43
To: quantlib users
Subject: [Quantlib-users] How to convert among timeunits in Period object

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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[amar singh]

 Wow, a neat trick! Francesco ,thanks very much for your help.

 

Regards,

Amar

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