QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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volatilitytype.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2015 Peter Caspers
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
20/*! \file volatilitytype.hpp
21 \brief volatility types
22*/
23
24#ifndef quantlib_volatility_type_hpp
25#define quantlib_volatility_type_hpp
26
27#include <ql/types.hpp>
28#include <ostream>
29
30namespace QuantLib {
31
33
34 inline std::ostream& operator<<(std::ostream& out,
35 const VolatilityType& t) {
36 switch(t) {
37 case Normal:
38 return out << "Normal";
40 return out << "ShiftedLognormal";
41 default:
42 return out << "Unknown volatility type (" << Integer(t) << ")";
43 }
44 }
45
46}
47
48
49#endif
const DefaultType & t
QL_INTEGER Integer
integer number
Definition: types.hpp:35
Definition: any.hpp:35
std::ostream & operator<<(std::ostream &out, GFunctionFactory::YieldCurveModel type)
Custom types.