QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
cashflows
duration.cpp
Go to the documentation of this file.
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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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#include <
ql/cashflows/duration.hpp
>
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#include <
ql/types.hpp
>
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#include <
ql/errors.hpp
>
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namespace
QuantLib
{
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std::ostream&
operator<<
(std::ostream& out,
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Duration::Type
d
) {
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switch
(
d
) {
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case
Duration::Simple
:
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return
out <<
"Simple"
;
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case
Duration::Macaulay
:
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return
out <<
"Macaulay"
;
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case
Duration::Modified
:
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return
out <<
"Modified"
;
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default
:
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QL_FAIL
(
"unknown Duration::Type ("
<<
Integer
(
d
) <<
")"
);
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}
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}
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}
duration.hpp
Duration type enumeration.
errors.hpp
Classes and functions for error handling.
QL_FAIL
#define QL_FAIL(message)
throw an error (possibly with file and line information)
Definition:
errors.hpp:92
d
Date d
Definition:
exchangeratemanager.cpp:32
QuantLib::Integer
QL_INTEGER Integer
integer number
Definition:
types.hpp:35
QuantLib
Definition:
any.hpp:35
QuantLib::operator<<
std::ostream & operator<<(std::ostream &out, GFunctionFactory::YieldCurveModel type)
Definition:
conundrumpricer.hpp:183
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
types.hpp
Custom types.
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