QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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duration.hpp
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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) 2005, 2006 StatPro Italia srl
6 Copyright (C) 2005 Charles Whitmore
7
8 This file is part of QuantLib, a free-software/open-source library
9 for financial quantitative analysts and developers - http://quantlib.org/
10
11 QuantLib is free software: you can redistribute it and/or modify it
12 under the terms of the QuantLib license. You should have received a
13 copy of the license along with this program; if not, please email
14 <quantlib-dev@lists.sf.net>. The license is also available online at
15 <http://quantlib.org/license.shtml>.
16
17 This program is distributed in the hope that it will be useful, but WITHOUT
18 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
19 FOR A PARTICULAR PURPOSE. See the license for more details.
20*/
21
22/*! \file duration.hpp
23 \brief Duration type enumeration
24*/
25
26#ifndef quantlib_duration_hpp
27#define quantlib_duration_hpp
28
29#include <ql/qldefines.hpp>
30#include <iosfwd>
31
32namespace QuantLib {
33
34 //! %duration type
35 struct Duration {
37 };
38
39 /*! \relates BusinessDayConvention */
40 std::ostream& operator<<(std::ostream&,
42
43}
44
45#endif
Definition: any.hpp:35
std::ostream & operator<<(std::ostream &out, GFunctionFactory::YieldCurveModel type)
Global definitions and compiler switches.
duration type
Definition: duration.hpp:35