QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
time
dategenerationrule.cpp
Go to the documentation of this file.
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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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#include <
ql/time/dategenerationrule.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,
DateGeneration::Rule
r
) {
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switch
(
r
) {
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case
DateGeneration::Backward
:
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return
out <<
"Backward"
;
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case
DateGeneration::Forward
:
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return
out <<
"Forward"
;
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case
DateGeneration::Zero
:
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return
out <<
"Zero"
;
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case
DateGeneration::ThirdWednesday
:
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return
out <<
"ThirdWednesday"
;
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case
DateGeneration::ThirdWednesdayInclusive
:
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return
out <<
"ThirdWednesdayInclusive"
;
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case
DateGeneration::Twentieth
:
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return
out <<
"Twentieth"
;
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case
DateGeneration::TwentiethIMM
:
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return
out <<
"TwentiethIMM"
;
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case
DateGeneration::OldCDS
:
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return
out <<
"OldCDS"
;
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case
DateGeneration::CDS
:
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return
out <<
"CDS"
;
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case
DateGeneration::CDS2015
:
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return
out <<
"CDS2015"
;
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default
:
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QL_FAIL
(
"unknown DateGeneration::Rule ("
<<
Integer
(
r
) <<
")"
);
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}
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}
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}
dategenerationrule.hpp
date generation rule
errors.hpp
Classes and functions for error handling.
QL_FAIL
#define QL_FAIL(message)
throw an error (possibly with file and line information)
Definition:
errors.hpp:92
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
r
ext::shared_ptr< YieldTermStructure > r
Definition:
perturbativebarrieroptionengine.cpp:1454
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
types.hpp
Custom types.
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