/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

Copyright (C) 2015 Ferdinando Ametrano

Copyright (C) 2015 Maddalena Zanzi

 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it

 under the terms of the QuantLib license.  You should have received a

 copy of the license along with this program; if not, please email

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <http://quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT

 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

 FOR A PARTICULAR PURPOSE.  See the license for more details.

*/

#include <ql/instruments/futures.hpp>

#include <ql/types.hpp>

#include <ql/errors.hpp>

namespace QuantLib {

    std::ostream& operator<<(std::ostream& out, Futures::Type f) {

        switch (f) {

          case Futures::IMM:

            return out << "IMM";

          case Futures::ASX:

            return out << "ASX";

          case Futures::Custom:

            return out << "Custom";

          default:

            return out << "Unknown(" << Integer(f) << ')';

        }

    }

}