Loading [MathJax]/extensions/tex2jax.js
QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Toggle main menu visibility
Main Page
Related Pages
Modules
Namespaces
Namespace List
Namespace Members
All
_
a
b
c
d
e
f
g
h
i
j
l
m
n
o
p
q
r
s
t
u
v
w
y
z
Functions
_
a
b
c
d
e
f
g
h
i
l
m
n
o
p
q
r
s
t
u
v
w
y
Variables
a
b
c
d
e
f
i
l
m
n
p
r
s
t
Typedefs
b
c
d
e
f
g
h
i
l
m
n
p
r
s
t
v
y
z
Enumerations
Enumerator
a
b
c
d
e
f
g
h
j
l
m
n
o
p
q
s
t
u
w
y
Classes
Class List
Class Index
Class Hierarchy
Class Members
All
_
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
~
Functions
_
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
~
Variables
_
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
Typedefs
a
b
c
d
e
g
h
i
k
m
o
p
r
s
t
u
v
w
z
Enumerations
a
b
c
d
e
f
h
i
l
m
n
o
p
q
r
s
t
y
Enumerator
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
Related Functions
a
b
c
d
f
i
m
n
o
p
q
r
s
Files
File List
File Members
All
a
b
c
d
e
f
g
h
i
k
l
m
n
o
p
q
r
s
t
v
w
x
y
z
Variables
a
b
c
d
e
f
g
h
i
k
l
m
n
o
p
q
r
s
t
v
w
x
y
z
Macros
b
d
i
m
n
p
q
s
Examples
•
All
Classes
Namespaces
Files
Functions
Variables
Typedefs
Enumerations
Enumerator
Friends
Macros
Modules
Pages
Loading...
Searching...
No Matches
ql
instruments
doublebarriertype.cpp
Go to the documentation of this file.
1
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3
/*
4
Copyright (C) 2015 Thema Consulting SA
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
#include <
ql/instruments/doublebarriertype.hpp
>
21
#include <
ql/types.hpp
>
22
#include <
ql/errors.hpp
>
23
24
namespace
QuantLib
{
25
26
std::ostream&
operator<<
(std::ostream& out,
27
DoubleBarrier::Type
type) {
28
switch
(type) {
29
case
DoubleBarrier::KnockIn
:
30
return
out <<
"KnockIn"
;
31
case
DoubleBarrier::KnockOut
:
32
return
out <<
"KnockOut"
;
33
case
DoubleBarrier::KIKO
:
34
return
out <<
"KI lo+KO up"
;
35
case
DoubleBarrier::KOKI
:
36
return
out <<
"KO lo+KI up"
;
37
default
:
38
QL_FAIL
(
"unknown DoubleBarrier::Type ("
<<
Integer
(type) <<
")"
);
39
}
40
}
41
42
}
doublebarriertype.hpp
Double Barrier type.
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
QuantLib::DoubleBarrier::Type
Type
Definition:
doublebarriertype.hpp:34
QuantLib::DoubleBarrier::KIKO
@ KIKO
Definition:
doublebarriertype.hpp:37
QuantLib::DoubleBarrier::KnockIn
@ KnockIn
Definition:
doublebarriertype.hpp:35
QuantLib::DoubleBarrier::KnockOut
@ KnockOut
Definition:
doublebarriertype.hpp:36
QuantLib::DoubleBarrier::KOKI
@ KOKI
lower barrier KI, upper KO
Definition:
doublebarriertype.hpp:38
types.hpp
Custom types.
Generated by
Doxygen
1.9.5