|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
|
duration type More...
#include <duration.hpp>
Collaboration diagram for Duration:Public Types | |
| enum | Type { Simple , Macaulay , Modified } |
duration type
Definition at line 35 of file duration.hpp.
| enum Type |
| Enumerator | |
|---|---|
| Simple | |
| Macaulay | |
| Modified | |
Definition at line 36 of file duration.hpp.