QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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dategenerationrule.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 Ferdinando Ametrano
5 Copyright (C) 2008 StatPro Italia srl
6
7 This file is part of QuantLib, a free-software/open-source library
8 for financial quantitative analysts and developers - http://quantlib.org/
9
10 QuantLib is free software: you can redistribute it and/or modify it
11 under the terms of the QuantLib license. You should have received a
12 copy of the license along with this program; if not, please email
13 <quantlib-dev@lists.sf.net>. The license is also available online at
14 <http://quantlib.org/license.shtml>.
15
16 This program is distributed in the hope that it will be useful, but WITHOUT
17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18 FOR A PARTICULAR PURPOSE. See the license for more details.
19*/
20
22#include <ql/types.hpp>
23#include <ql/errors.hpp>
24
25namespace QuantLib {
26
27 std::ostream& operator<<(std::ostream& out, DateGeneration::Rule r) {
28 switch (r) {
30 return out << "Backward";
32 return out << "Forward";
34 return out << "Zero";
36 return out << "ThirdWednesday";
38 return out << "ThirdWednesdayInclusive";
40 return out << "Twentieth";
42 return out << "TwentiethIMM";
44 return out << "OldCDS";
46 return out << "CDS";
48 return out << "CDS2015";
49 default:
50 QL_FAIL("unknown DateGeneration::Rule (" << Integer(r) << ")");
51 }
52 }
53
54}
date generation rule
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)
ext::shared_ptr< YieldTermStructure > r
Custom types.