QuantLib: a free/open-source library for quantitative finance
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futures.hpp
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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/*! \file futures.hpp
22 \brief Futures
23*/
24
25#ifndef quantlib_futures_hpp
26#define quantlib_futures_hpp
27
28#include <ql/qldefines.hpp>
29#include <iosfwd>
30
31namespace QuantLib {
32
33 struct Futures {
34 //! Futures type enumeration
35 /*! These conventions specify the kind of futures type. */
36 enum Type {
37 IMM, /*!< Chicago Mercantile Internation Money Market, i.e.
38 third Wednesday of March, June, September, December */
39 ASX, /*!< Australian Security Exchange, i.e. second Friday
40 of March, June, September, December */
41 Custom /*!< Other rules */
42 };
43 };
44
45 /*! \relates Futures */
46 std::ostream& operator<<(std::ostream&, Futures::Type);
47
48}
49
50#endif
Definition: any.hpp:35
std::ostream & operator<<(std::ostream &out, GFunctionFactory::YieldCurveModel type)
Global definitions and compiler switches.
Type
Futures type enumeration.
Definition: futures.hpp:36