1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
|
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2004, 2005, 2006, 2007 Ferdinando Ametrano
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.
*/
/*! \file compounding.hpp
\brief Compounding enumeration
*/
#ifndef quantlib_compounding_hpp
#define quantlib_compounding_hpp
#include <ql/qldefines.hpp>
#include <ostream>
namespace QuantLib {
//! Interest rate coumpounding rule
enum Compounding { Simple = 0, //!< \f$ 1+rt \f$
Compounded = 1, //!< \f$ (1+r)^t \f$
Continuous = 2, //!< \f$ e^{rt} \f$
SimpleThenCompounded //!< Simple up to the first period then Compounded
};
}
#endif
|
