QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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businessdayconvention.cpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
5 Copyright (C) 2003, 2004, 2005, 2006 StatPro Italia srl
6 Copyright (C) 2004 Jeff Yu
7 Copyright (C) 2014 Paolo Mazzocchi
8
9 This file is part of QuantLib, a free-software/open-source library
10 for financial quantitative analysts and developers - http://quantlib.org/
11
12 QuantLib is free software: you can redistribute it and/or modify it
13 under the terms of the QuantLib license. You should have received a
14 copy of the license along with this program; if not, please email
15 <quantlib-dev@lists.sf.net>. The license is also available online at
16 <http://quantlib.org/license.shtml>.
17
18 This program is distributed in the hope that it will be useful, but WITHOUT
19 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
20 FOR A PARTICULAR PURPOSE. See the license for more details.
21*/
22
24#include <ql/types.hpp>
25#include <ql/errors.hpp>
26
27namespace QuantLib {
28
29 std::ostream& operator<<(std::ostream& out,
31 switch (b) {
32 case Following:
33 return out << "Following";
35 return out << "Modified Following";
37 return out << "Half-Month Modified Following";
38 case Preceding:
39 return out << "Preceding";
41 return out << "Modified Preceding";
42 case Unadjusted:
43 return out << "Unadjusted";
44 case Nearest:
45 return out << "Nearest";
46 default:
47 QL_FAIL("unknown BusinessDayConvention (" << Integer(b) << ")");
48 }
49 }
50
51}
BusinessDayConvention enumeration.
Classes and functions for error handling.
#define QL_FAIL(message)
throw an error (possibly with file and line information)
Definition: errors.hpp:92
ext::function< Real(Real)> b
BusinessDayConvention
Business Day conventions.
QL_INTEGER Integer
integer number
Definition: types.hpp:35
Definition: any.hpp:35
std::ostream & operator<<(std::ostream &out, GFunctionFactory::YieldCurveModel type)
Custom types.