QuantLib
: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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ql
time
dategenerationrule.hpp
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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 Ferdinando Ametrano
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Copyright (C) 2008 StatPro Italia srl
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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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#ifndef quantlib_date_generation_rule_hpp
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#define quantlib_date_generation_rule_hpp
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#include <ql/qldefines.hpp>
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#include <iosfwd>
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namespace
QuantLib
{
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struct
DateGeneration
{
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enum
Rule
{
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Backward
,
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Forward
,
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Zero
,
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ThirdWednesday
,
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ThirdWednesdayInclusive
,
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Twentieth
,
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TwentiethIMM
,
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OldCDS
,
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CDS
,
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CDS2015
,
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};
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};
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std::ostream&
operator<<
(std::ostream&,
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DateGeneration::Rule
);
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}
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#endif
QuantLib
Definition:
any.hpp:35
QuantLib::operator<<
std::ostream & operator<<(std::ostream &out, GFunctionFactory::YieldCurveModel type)
Definition:
conundrumpricer.hpp:183
QuantLib::DateGeneration
Date-generation rule.
Definition:
dategenerationrule.hpp:39
QuantLib::DateGeneration::Rule
Rule
Definition:
dategenerationrule.hpp:40
QuantLib::DateGeneration::Twentieth
@ Twentieth
Definition:
dategenerationrule.hpp:53
QuantLib::DateGeneration::ThirdWednesdayInclusive
@ ThirdWednesdayInclusive
Definition:
dategenerationrule.hpp:50
QuantLib::DateGeneration::OldCDS
@ OldCDS
Definition:
dategenerationrule.hpp:62
QuantLib::DateGeneration::Backward
@ Backward
Definition:
dategenerationrule.hpp:41
QuantLib::DateGeneration::Zero
@ Zero
Definition:
dategenerationrule.hpp:45
QuantLib::DateGeneration::CDS
@ CDS
Definition:
dategenerationrule.hpp:65
QuantLib::DateGeneration::ThirdWednesday
@ ThirdWednesday
Definition:
dategenerationrule.hpp:47
QuantLib::DateGeneration::CDS2015
@ CDS2015
Definition:
dategenerationrule.hpp:67
QuantLib::DateGeneration::TwentiethIMM
@ TwentiethIMM
Definition:
dategenerationrule.hpp:58
QuantLib::DateGeneration::Forward
@ Forward
Definition:
dategenerationrule.hpp:43
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