QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Output manipulators

Functions

detail::short_date_holder short_date (const Date &)
 output dates in short format (mm/dd/yyyy)
detail::long_date_holder long_date (const Date &)
 output dates in long format (Month ddth, yyyy)
detail::iso_date_holder iso_date (const Date &)
 output dates in ISO format (yyyy-mm-dd)
detail::formatted_date_holder formatted_date (const Date &, const std::string &fmt)
 output dates in user defined format using boost date functionality
detail::long_period_holder long_period (const Period &)
 output periods in long format (e.g. "2 weeks")
detail::short_period_holder short_period (const Period &)
 output periods in short format (e.g. "2w")
detail::long_weekday_holder long_weekday (Weekday)
 output weekdays in long format
detail::short_weekday_holder short_weekday (Weekday)
 output weekdays in short format (three letters)
detail::shortest_weekday_holder shortest_weekday (Weekday)
 output weekdays in shortest format (two letters)
template<typename T>
detail::null_checker< T > checknull (T)
 check for nulls before output
detail::ordinal_holder ordinal (Size)
 outputs naturals as 1st, 2nd, 3rd...
template<typename T>
detail::power_of_two_holder< T > power_of_two (T)
 output integers as powers of two
detail::percent_holder percent (Real)
 output reals as percentages
detail::percent_holder rate (Rate)
 output rates and spreads as percentages
detail::percent_holder volatility (Volatility)
 output volatilities as percentages
template<class Container>
detail::sequence_holder< typename Container::const_iterator > sequence (const Container &c)
 output STL-compliant containers as space-separated sequences

Detailed Description

Helper functions for creating formatted output.