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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="struct_quant_lib_1_1_date_generation.html">DateGeneration</a></li> </ul>
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<div class="summary">
<a href="#pub-types">Public Types</a> |
<a href="#related">Related Functions</a> |
<a href="struct_quant_lib_1_1_date_generation-members.html">List of all members</a> </div>
<div class="headertitle">
<div class="title">DateGeneration Struct Reference<div class="ingroups"><a class="el" href="group__datetime.html">Date and time calculations</a></div></div> </div>
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<p>Date-generation rule.
<a href="struct_quant_lib_1_1_date_generation.html#details">More...</a></p>
<p><code>#include <ql/time/dategenerationrule.hpp></code></p>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr class="memitem:a11fcd51ef86118f65e603c1474377a78"><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78">Rule</a> { <br />
  <a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78a67e19347f85332c3bbfd61266cecbe4e">Backward</a>,
<a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78ae204c9c3e62b1e9a6b60e40cd05256c5">Forward</a>,
<a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78ab9f6920de535f04ccfe34d670fa2c8a8">Zero</a>,
<a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78ac8d8da6652fd8ffa5e27e779518e414e">ThirdWednesday</a>,
<br />
  <a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78a21087b4bddcc38096b2349354748c175">Twentieth</a>,
<a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78ad694d6ae582abfc8e99ea7e6e6c3f8d5">TwentiethIMM</a>,
<a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78a634c5fa704fceaa797cf0c089af2b6c9">OldCDS</a>,
<a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78ac78cb76ca18746c78d962eb46eabb008">CDS</a>,
<br />
  <a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78accfabc8ca1875947c9c6b5a6119e11c5">CDS2015</a>
<br />
}</td></tr>
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Related Functions</h2></td></tr>
<tr><td class="ititle" colspan="2"><p>(Note that these are not member functions.) </p>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, <a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78">DateGeneration::Rule</a>)</td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Date-generation rule. </p>
<p>These conventions specify the rule used to generate dates in a <a class="el" href="class_quant_lib_1_1_schedule.html" title="Payment schedule.">Schedule</a>. </p>
</div><h2 class="groupheader">Member Enumeration Documentation</h2>
<a id="a11fcd51ef86118f65e603c1474377a78"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a11fcd51ef86118f65e603c1474377a78">◆ </a></span>Rule</h2>
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<div class="memproto">
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<td class="memname">enum <a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78">Rule</a></td>
</tr>
</table>
</div><div class="memdoc">
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<tr><th colspan="2">Enumerator</th></tr><tr><td class="fieldname"><a id="a11fcd51ef86118f65e603c1474377a78a67e19347f85332c3bbfd61266cecbe4e"></a>Backward </td><td class="fielddoc"><p>Backward from termination date to effective date. </p>
</td></tr>
<tr><td class="fieldname"><a id="a11fcd51ef86118f65e603c1474377a78ae204c9c3e62b1e9a6b60e40cd05256c5"></a>Forward </td><td class="fielddoc"><p><a class="el" href="class_quant_lib_1_1_forward.html" title="Abstract base forward class.">Forward</a> from effective date to termination date. </p>
</td></tr>
<tr><td class="fieldname"><a id="a11fcd51ef86118f65e603c1474377a78ab9f6920de535f04ccfe34d670fa2c8a8"></a>Zero </td><td class="fielddoc"><p>No intermediate dates between effective date and termination date. </p>
</td></tr>
<tr><td class="fieldname"><a id="a11fcd51ef86118f65e603c1474377a78ac8d8da6652fd8ffa5e27e779518e414e"></a>ThirdWednesday </td><td class="fielddoc"><p>All dates but effective date and termination date are taken to be on the third wednesday of their month (with forward calculation.) </p>
</td></tr>
<tr><td class="fieldname"><a id="a11fcd51ef86118f65e603c1474377a78a21087b4bddcc38096b2349354748c175"></a>Twentieth </td><td class="fielddoc"><p>All dates but the effective date are taken to be the twentieth of their month (used for CDS schedules in emerging markets.) The termination date is also modified. </p>
</td></tr>
<tr><td class="fieldname"><a id="a11fcd51ef86118f65e603c1474377a78ad694d6ae582abfc8e99ea7e6e6c3f8d5"></a>TwentiethIMM </td><td class="fielddoc"><p>All dates but the effective date are taken to be the twentieth of an <a class="el" href="struct_quant_lib_1_1_i_m_m.html" title="Main cycle of the International Money Market (a.k.a. IMM) months.">IMM</a> month (used for CDS schedules.) The termination date is also modified. </p>
</td></tr>
<tr><td class="fieldname"><a id="a11fcd51ef86118f65e603c1474377a78a634c5fa704fceaa797cf0c089af2b6c9"></a>OldCDS </td><td class="fielddoc"><p>Same as TwentiethIMM with unrestricted date ends and log/short stub coupon period (old CDS convention). </p>
</td></tr>
<tr><td class="fieldname"><a id="a11fcd51ef86118f65e603c1474377a78ac78cb76ca18746c78d962eb46eabb008"></a>CDS </td><td class="fielddoc"><p>Credit derivatives standard rule since 'Big Bang' changes in 2009. <br />
</p>
</td></tr>
<tr><td class="fieldname"><a id="a11fcd51ef86118f65e603c1474377a78accfabc8ca1875947c9c6b5a6119e11c5"></a>CDS2015 </td><td class="fielddoc"><p>Credit derivatives standard rule since December 20th, 2015. <br />
</p>
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