QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
Public Types | Related Functions | List of all members
DateGeneration Struct Reference

Date-generation rule. More...

#include <ql/time/dategenerationrule.hpp>

Public Types

enum  Rule {
  Backward, Forward, Zero, ThirdWednesday,
  Twentieth, TwentiethIMM, OldCDS, CDS
}
 

Related Functions

(Note that these are not member functions.)

std::ostream & operator<< (std::ostream &, DateGeneration::Rule)
 

Detailed Description

Date-generation rule.

These conventions specify the rule used to generate dates in a Schedule.

Friends And Related Function Documentation

std::ostream & operator<< ( std::ostream &  ,
DateGeneration::Rule   
)
related