QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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position.cpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2007 Cristina Duminuco
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#include <ql/position.hpp>
21#include <ql/types.hpp>
22#include <ql/errors.hpp>
23
24namespace QuantLib {
25
26 std::ostream& operator<<(std::ostream& out, Position::Type p) {
27 switch (p) {
28 case Position::Long :
29 return out << "Long";
30 case Position::Short :
31 return out << "Short";
32 default:
33 QL_FAIL("unknown Position Type (" << Integer(p) << ")");
34 }
35 }
36
37}
Classes and functions for error handling.
#define QL_FAIL(message)
throw an error (possibly with file and line information)
Definition: errors.hpp:92
QL_INTEGER Integer
integer number
Definition: types.hpp:35
Definition: any.hpp:35
std::ostream & operator<<(std::ostream &out, GFunctionFactory::YieldCurveModel type)
Short or long position.
Custom types.