#include <ql/instruments/futures.hpp>
Collaboration diagram for Futures:
Public Types | |
| enum | Type { IMM , ASX } |
| 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 |
Definition at line 36 of file futures.hpp.
Friends And Related Function Documentation
◆ operator<<()
|
related |
Definition at line 27 of file futures.cpp.