External module "ql/models/marketmodels/utilities"
Functions
checkIncreasingTimes
- checkIncreasingTimes(times: Time[]): void
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Parameters
Returns void
checkIncreasingTimesAndCalculateTaus
- checkIncreasingTimesAndCalculateTaus(times: Time[], taus: Time[]): void
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Parameters
Returns void
isInSubset
- isInSubset(set: Time[], subset: Time[]): boolean[]
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Parameters
Returns boolean[]
mergeTimes
- mergeTimes(times: Time[][], mergedTimes: Time[], isPresent: boolean[][]): void
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Parameters
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times: Time[][]
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mergedTimes: Time[]
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isPresent: boolean[][]
Returns void
Look for elements of a set in a subset. Returns a vector of booleans such that: element set[i] present/not present in subset.
both vectors must be strictly increasing.