QuantLib
: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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ql
cashflows
replication.cpp
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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) 2007 Cristina Duminuco
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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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#include <ql/cashflows/replication.hpp>
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#include <ql/types.hpp>
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#include <ql/errors.hpp>
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namespace
QuantLib
{
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std::ostream&
operator<<
(std::ostream& out,
Replication::Type
r) {
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switch
(r) {
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case
Replication::Sub
:
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return
out <<
"Sub"
;
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case
Replication::Central
:
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return
out <<
"Central"
;
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case
Replication::Super
:
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return
out <<
"Super"
;
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default
:
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QL_FAIL(
"unknown Replication Type ("
<<
Integer
(r) <<
")"
);
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}
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}
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DigitalReplication::DigitalReplication
(
Replication::Type
t,
Real
gap)
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: gap_(gap), replicationType_(t) {}
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}
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QuantLib::DigitalReplication::DigitalReplication
DigitalReplication(Replication::Type t=Replication::Central, Real gap=1e-4)
Definition:
replication.cpp:39
QuantLib::Real
QL_REAL Real
real number
Definition:
types.hpp:50
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::Replication::Type
Type
Definition:
replication.hpp:37
QuantLib::Replication::Super
@ Super
Definition:
replication.hpp:37
QuantLib::Replication::Sub
@ Sub
Definition:
replication.hpp:37
QuantLib::Replication::Central
@ Central
Definition:
replication.hpp:37
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