External module "ql/instruments/vanillaswingoption"
Variables
Const secPerDay
sec
PerDay: Size = 24 * 3600Functions
createDateTimes
- createDateTimes(from: Date, to: Date, stepSize: Size): [Date[], Size[]]
-
Parameters
-
from: Date
-
to: Date
-
stepSize: Size
Returns [Date[], Size[]]