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/* -*- 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
<https://www.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 futures.hpp
\brief Futures
*/
#ifndef quantlib_futures_hpp
#define quantlib_futures_hpp
#include <ql/qldefines.hpp>
#include <iosfwd>
namespace QuantLib {
struct Futures {
//! Futures type enumeration
/*! These conventions specify the kind of futures type. */
enum Type {
IMM, /*!< Chicago Mercantile Internation Money Market, i.e.
third Wednesday of March, June, September, December */
ASX, /*!< Australian Security Exchange, i.e. second Friday
of March, June, September, December */
Custom /*!< Other rules */
};
};
/*! \relates Futures */
std::ostream& operator<<(std::ostream&, Futures::Type);
}
#endif
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