QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
experimental
commodities
dateinterval.cpp
Go to the documentation of this file.
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2008 J. Erik Radmall
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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#include <
ql/experimental/commodities/dateinterval.hpp
>
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namespace
QuantLib
{
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std::ostream&
operator<<
(std::ostream& out,
const
DateInterval
& di) {
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if
(di.
startDate_
==
Date
() || di.
endDate_
==
Date
())
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return
out <<
"Null<DateInterval>()"
;
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return
out << di.
startDate_
<<
" to "
<< di.
endDate_
;
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}
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}
QuantLib::Date
Concrete date class.
Definition:
date.hpp:125
QuantLib::DateInterval
Date interval described by a number of a given time unit.
Definition:
dateinterval.hpp:35
QuantLib::DateInterval::endDate_
Date endDate_
Definition:
dateinterval.hpp:40
QuantLib::DateInterval::startDate_
Date startDate_
Definition:
dateinterval.hpp:39
dateinterval.hpp
Date interval.
QuantLib
Definition:
any.hpp:35
QuantLib::operator<<
std::ostream & operator<<(std::ostream &out, GFunctionFactory::YieldCurveModel type)
Definition:
conundrumpricer.hpp:183
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