QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Functions | Variables
QuantLib::io Namespace Reference

Functions

detail::short_date_holder short_date (const Date &)
 output dates in short format (mm/dd/yyyy) More...
 
detail::long_date_holder long_date (const Date &)
 output dates in long format (Month ddth, yyyy) More...
 
detail::iso_date_holder iso_date (const Date &)
 output dates in ISO format (yyyy-mm-dd) More...
 
detail::formatted_date_holder formatted_date (const Date &, const std::string &fmt)
 output dates in user defined format using boost date functionality More...
 
detail::long_period_holder long_period (const Period &)
 output periods in long format (e.g. "2 weeks") More...
 
detail::short_period_holder short_period (const Period &)
 output periods in short format (e.g. "2w") More...
 
detail::ordinal_holder ordinal (Size)
 outputs naturals as 1st, 2nd, 3rd... More...
 
detail::percent_holder percent (Real)
 output reals as percentages More...
 
detail::percent_holder rate (Rate)
 output rates and spreads as percentages More...
 
detail::percent_holder volatility (Volatility)
 output volatilities as percentages More...
 
template<class Container >
detail::sequence_holder< typename Container::const_iterator > sequence (const Container &c)
 output STL-compliant containers as space-separated sequences More...
 

Variables

detail::long_weekday_holder long_weekday (Weekday)
 output weekdays in long format More...
 
detail::short_weekday_holder short_weekday (Weekday)
 output weekdays in short format (three letters) More...
 
detail::shortest_weekday_holder shortest_weekday (Weekday)
 output weekdays in shortest format (two letters) More...
 
template<typename T >
detail::null_checker< Tchecknull (T)
 check for nulls before output More...
 
template<typename T >
detail::power_of_two_holder< Tpower_of_two (T)
 output integers as powers of two More...