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Fully annotated reference manual - version 1.8.12
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america.hpp
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1/*
2 Copyright (C) 2016 Quaternion Risk Management Ltd
3 All rights reserved.
4
5 This file is part of ORE, a free-software/open-source library
6 for transparent pricing and risk analysis - http://opensourcerisk.org
7
8 ORE is free software: you can redistribute it and/or modify it
9 under the terms of the Modified BSD License. You should have received a
10 copy of the license along with this program.
11 The license is also available online at <http://opensourcerisk.org>
12
13 This program is distributed on the basis that it will form a useful
14 contribution to risk analytics and model standardisation, but WITHOUT
15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
16 FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
17*/
18
19/*! \file qle/currencies/america.hpp
20 \brief Extend QuantLib American currencies
21
22 ISO number from http://fx.sauder.ubc.ca/currency_table.html \n
23 We assume all currencies have a format of "%1$.2f %3%" (2 decimal places)
24 \ingroup currencies
25*/
26
27#ifndef quantext_currencies_america_hpp
28#define quantext_currencies_america_hpp
29
30#include <ql/currency.hpp>
31
32namespace QuantExt {
33using namespace QuantLib;
34
35} // namespace QuantExt
36#endif