QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
termstructures
volatility
volatilitytype.hpp
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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) 2015 Peter Caspers
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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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/*! \file volatilitytype.hpp
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\brief volatility types
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*/
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#ifndef quantlib_volatility_type_hpp
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#define quantlib_volatility_type_hpp
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#include <
ql/types.hpp
>
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#include <ostream>
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namespace
QuantLib
{
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enum
VolatilityType
{
ShiftedLognormal
,
Normal
};
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inline
std::ostream&
operator<<
(std::ostream& out,
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const
VolatilityType
&
t
) {
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switch
(
t
) {
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case
Normal
:
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return
out <<
"Normal"
;
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case
ShiftedLognormal
:
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return
out <<
"ShiftedLognormal"
;
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default
:
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return
out <<
"Unknown volatility type ("
<<
Integer
(
t
) <<
")"
;
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}
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}
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}
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#endif
t
const DefaultType & t
Definition:
defaultprobabilitykey.cpp:39
QuantLib::Integer
QL_INTEGER Integer
integer number
Definition:
types.hpp:35
QuantLib
Definition:
any.hpp:35
QuantLib::operator<<
std::ostream & operator<<(std::ostream &out, GFunctionFactory::YieldCurveModel type)
Definition:
conundrumpricer.hpp:183
QuantLib::VolatilityType
VolatilityType
Definition:
volatilitytype.hpp:32
QuantLib::Normal
@ Normal
Definition:
volatilitytype.hpp:32
QuantLib::ShiftedLognormal
@ ShiftedLognormal
Definition:
volatilitytype.hpp:32
types.hpp
Custom types.
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