QuantLib
: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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ql
cashflows
rateaveraging.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) 2021 Marcin Rybacki
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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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#ifndef quantlib_rate_averaging_hpp
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#define quantlib_rate_averaging_hpp
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#include <ql/qldefines.hpp>
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namespace
QuantLib
{
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struct
RateAveraging
{
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enum
Type
{
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Simple
,
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Compound
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};
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};
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}
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#endif
QuantLib
Definition:
any.hpp:35
QuantLib::RateAveraging
rate averaging method
Definition:
rateaveraging.hpp:35
QuantLib::RateAveraging::Type
Type
Definition:
rateaveraging.hpp:36
QuantLib::RateAveraging::Compound
@ Compound
Definition:
rateaveraging.hpp:42
QuantLib::RateAveraging::Simple
@ Simple
Definition:
rateaveraging.hpp:37
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