QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
ql
instruments
futures.cpp
Go to the documentation of this file.
1
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3
/*
4
Copyright (C) 2015 Ferdinando Ametrano
5
Copyright (C) 2015 Maddalena Zanzi
6
7
This file is part of QuantLib, a free-software/open-source library
8
for financial quantitative analysts and developers - http://quantlib.org/
9
10
QuantLib is free software: you can redistribute it and/or modify it
11
under the terms of the QuantLib license. You should have received a
12
copy of the license along with this program; if not, please email
13
<quantlib-dev@lists.sf.net>. The license is also available online at
14
<http://quantlib.org/license.shtml>.
15
16
This program is distributed in the hope that it will be useful, but WITHOUT
17
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18
FOR A PARTICULAR PURPOSE. See the license for more details.
19
*/
20
21
#include <
ql/instruments/futures.hpp
>
22
#include <
ql/types.hpp
>
23
#include <
ql/errors.hpp
>
24
25
namespace
QuantLib
{
26
27
std::ostream&
operator<<
(std::ostream& out,
Futures::Type
f
) {
28
switch
(
f
) {
29
case
Futures::IMM
:
30
return
out <<
"IMM"
;
31
case
Futures::ASX
:
32
return
out <<
"ASX"
;
33
case
Futures::Custom
:
34
return
out <<
"Custom"
;
35
default
:
36
return
out <<
"Unknown("
<<
Integer
(
f
) <<
')'
;
37
}
38
}
39
40
}
f
F f
Definition:
defaultdensitystructure.cpp:32
errors.hpp
Classes and functions for error handling.
futures.hpp
Futures.
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::Futures::Type
Type
Futures type enumeration.
Definition:
futures.hpp:36
QuantLib::Futures::ASX
@ ASX
Definition:
futures.hpp:39
QuantLib::Futures::Custom
@ Custom
Definition:
futures.hpp:41
QuantLib::Futures::IMM
@ IMM
Definition:
futures.hpp:37
types.hpp
Custom types.
Generated by
Doxygen
1.9.5