QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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dateinterval.cpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2008 J. Erik Radmall
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
21
22namespace QuantLib {
23
24 std::ostream& operator<<(std::ostream& out, const DateInterval& di) {
25 if (di.startDate_ == Date() || di.endDate_ == Date())
26 return out << "Null<DateInterval>()";
27 return out << di.startDate_ << " to " << di.endDate_;
28 }
29
30}
Concrete date class.
Definition: date.hpp:125
Date interval described by a number of a given time unit.
Date interval.
Definition: any.hpp:35
std::ostream & operator<<(std::ostream &out, GFunctionFactory::YieldCurveModel type)