QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
compounding.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) 2004, 2005, 2006, 2007 Ferdinando Ametrano
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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 compounding.hpp
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\brief Compounding enumeration
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*/
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#ifndef quantlib_compounding_hpp
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#define quantlib_compounding_hpp
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#include <
ql/qldefines.hpp
>
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namespace
QuantLib
{
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//! Interest rate coumpounding rule
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enum
Compounding
{
Simple
= 0,
//!< \f$ 1+rt \f$
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Compounded
= 1,
//!< \f$ (1+r)^t \f$
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Continuous
= 2,
//!< \f$ e^{rt} \f$
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SimpleThenCompounded
,
//!< Simple up to the first period then Compounded
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CompoundedThenSimple
//!< Compounded up to the first period then Simple
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};
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}
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#endif
QuantLib
Definition:
any.hpp:35
QuantLib::Compounding
Compounding
Interest rate coumpounding rule.
Definition:
compounding.hpp:32
QuantLib::CompoundedThenSimple
@ CompoundedThenSimple
Compounded up to the first period then Simple.
Definition:
compounding.hpp:36
QuantLib::Continuous
@ Continuous
Definition:
compounding.hpp:34
QuantLib::Compounded
@ Compounded
Definition:
compounding.hpp:33
QuantLib::SimpleThenCompounded
@ SimpleThenCompounded
Simple up to the first period then Compounded.
Definition:
compounding.hpp:35
QuantLib::Simple
@ Simple
Definition:
compounding.hpp:32
qldefines.hpp
Global definitions and compiler switches.
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