QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <futures.hpp>
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) |
Definition at line 33 of file futures.hpp.
enum Type |
Futures type enumeration.
These conventions specify the kind of futures type.
Enumerator | |
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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.
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related |
Definition at line 27 of file futures.cpp.