QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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position.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2006 StatPro Italia srl
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 position.hpp
21 \brief Short or long position
22*/
23
24#ifndef quantlib_position_hpp
25#define quantlib_position_hpp
26
27#include <ql/qldefines.hpp>
28#include <iosfwd>
29
30namespace QuantLib {
31
32 struct Position {
33 enum Type { Long, Short };
34 };
35
36 /*! \relates Position */
37 std::ostream& operator<<(std::ostream&,
39
40}
41
42
43#endif
44
Definition: any.hpp:35
std::ostream & operator<<(std::ostream &out, GFunctionFactory::YieldCurveModel type)
Global definitions and compiler switches.