QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
cashflows
duration.hpp
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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) 2005, 2006 StatPro Italia srl
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Copyright (C) 2005 Charles Whitmore
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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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/*! \file duration.hpp
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\brief Duration type enumeration
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*/
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#ifndef quantlib_duration_hpp
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#define quantlib_duration_hpp
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#include <
ql/qldefines.hpp
>
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#include <iosfwd>
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namespace
QuantLib
{
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//! %duration type
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struct
Duration
{
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enum
Type
{
Simple
,
Macaulay
,
Modified
};
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};
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/*! \relates BusinessDayConvention */
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std::ostream&
operator<<
(std::ostream&,
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Duration::Type
);
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}
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#endif
QuantLib
Definition:
any.hpp:35
QuantLib::operator<<
std::ostream & operator<<(std::ostream &out, GFunctionFactory::YieldCurveModel type)
Definition:
conundrumpricer.hpp:183
qldefines.hpp
Global definitions and compiler switches.
QuantLib::Duration
duration type
Definition:
duration.hpp:35
QuantLib::Duration::Type
Type
Definition:
duration.hpp:36
QuantLib::Duration::Modified
@ Modified
Definition:
duration.hpp:36
QuantLib::Duration::Macaulay
@ Macaulay
Definition:
duration.hpp:36
QuantLib::Duration::Simple
@ Simple
Definition:
duration.hpp:36
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