/src/quantlib/ql/compounding.hpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2004, 2005, 2006, 2007 Ferdinando Ametrano |
5 | | |
6 | | This file is part of QuantLib, a free-software/open-source library |
7 | | for financial quantitative analysts and developers - http://quantlib.org/ |
8 | | |
9 | | QuantLib is free software: you can redistribute it and/or modify it |
10 | | under the terms of the QuantLib license. You should have received a |
11 | | copy of the license along with this program; if not, please email |
12 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
13 | | <https://www.quantlib.org/license.shtml>. |
14 | | |
15 | | This program is distributed in the hope that it will be useful, but WITHOUT |
16 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
17 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
18 | | */ |
19 | | |
20 | | /*! \file compounding.hpp |
21 | | \brief Compounding enumeration |
22 | | */ |
23 | | |
24 | | #ifndef quantlib_compounding_hpp |
25 | | #define quantlib_compounding_hpp |
26 | | |
27 | | #include <ql/errors.hpp> |
28 | | |
29 | | namespace QuantLib { |
30 | | |
31 | | //! Interest rate coumpounding rule |
32 | | /*! SimpleThenCompounded and CompoundedThenSimple express that the |
33 | | compounding style depends on the position of the |
34 | | cashflow. Therefore, they should not be used on their own when |
35 | | the cashflow position is not available from the context of a |
36 | | calculation. */ |
37 | | enum Compounding { Simple = 0, //!< \f$ 1+rt \f$ |
38 | | Compounded = 1, //!< \f$ (1+r)^t \f$ |
39 | | Continuous = 2, //!< \f$ e^{rt} \f$ |
40 | | SimpleThenCompounded, //!< Simple up to the first period then Compounded |
41 | | CompoundedThenSimple //!< Compounded up to the first period then Simple |
42 | | }; |
43 | | |
44 | 0 | inline std::ostream& operator<<(std::ostream& out, const Compounding& compounding) { |
45 | 0 | switch (compounding) { |
46 | 0 | case Compounding::Simple: |
47 | 0 | return out << "Simple"; |
48 | 0 | case Compounding::Compounded: |
49 | 0 | return out << "Compounded"; |
50 | 0 | case Compounding::Continuous: |
51 | 0 | return out << "Continuous"; |
52 | 0 | case Compounding::SimpleThenCompounded: |
53 | 0 | return out << "SimpleThenCompounded"; |
54 | 0 | case Compounding::CompoundedThenSimple: |
55 | 0 | return out << "CompoundedThenSimple"; |
56 | 0 | default: |
57 | | QL_FAIL("unknown compounding type"); |
58 | 0 | } |
59 | 0 | } Unexecuted instantiation: QuantLib::operator<<(std::__1::basic_ostream<char, std::__1::char_traits<char> >&, QuantLib::Compounding const&) Unexecuted instantiation: QuantLib::operator<<(std::__1::basic_ostream<char, std::__1::char_traits<char> >&, QuantLib::Compounding const&) |
60 | | } |
61 | | |
62 | | #endif |