QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Types | Related Functions | List of all members
Futures Struct Reference

#include <futures.hpp>

+ Collaboration diagram for Futures:

Public Types

enum  Type { IMM , ASX , Custom }
 Futures type enumeration. More...
 

Related Functions

(Note that these are not member functions.)

std::ostream & operator<< (std::ostream &, Futures::Type)
 

Detailed Description

Definition at line 33 of file futures.hpp.

Member Enumeration Documentation

◆ Type

enum Type

Futures type enumeration.

These conventions specify the kind of futures type.

Enumerator
IMM 

Chicago Mercantile Internation Money Market, i.e. third Wednesday of March, June, September, December

ASX 

Australian Security Exchange, i.e. second Friday of March, June, September, December

Custom 

Other rules

Definition at line 36 of file futures.hpp.

Friends And Related Function Documentation

◆ operator<<()

std::ostream & operator<< ( std::ostream &  ,
Futures::Type   
)
related

Definition at line 27 of file futures.cpp.