GEP::Core::Float::TimeSeries::InterestRateTimeSeries Class Reference

Inheritance diagram for GEP::Core::Float::TimeSeries::InterestRateTimeSeries:

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Collaboration diagram for GEP::Core::Float::TimeSeries::InterestRateTimeSeries:

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List of all members.

Public Member Functions

 InterestRateTimeSeries ()
float[] ReadFile (string filePath, int maxLookBehind)
 Reads a time series from a file.
float[][] ReadFile (string filePath, int[] lookBehinds, int frequency)
 Reads a time series from a file.
void ReadFileAndAddToAlphabet (Alphabet variablesSet, ref int variablesSetStartIndex, string filePath, int[] variableDisplayIndexs, string variableName, int[] lookBehinds, int frequency)
 Reads a time series from a file and adds the result to an Alphabet of Variables.
void ReadFileAndAddToAlphabet (Alphabet variablesSet, ref int variablesSetIndex, string filePath, int variableDisplayIndex, string variableName)
 Reads a time series from a file and adds the result to an Alphabet of Variables.

Public Attributes

int _dateTimeColIndex
int _dataColIndex
string[] _colDelimiters
int _dataStartRow
int _dataEndRow
DateTimeFormatInfo _dateTimeFormats
string[] _dateTimeFormatsArr
CultureInfo _cultureInfo
DateTime _from
DateTime _to
float _devider
string _timePeriod
int _delay

Protected Member Functions

TimeSpan Intersect (DateTime i1Start, DateTime i1End, DateTime i2Start, DateTime i2End)


Detailed Description

Definition at line 11 of file InterestRateTimeSeries.cs.


The documentation for this class was generated from the following file:
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