compounding.hpp

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/* -*- 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/errors.hpp>
 
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
                       CompoundedThenSimple //!< Compounded up to the first period then Simple
    };
 
    inline std::ostream& operator<<(std::ostream& out, const Compounding& compounding) {
        switch (compounding) {
            case Compounding::Simple:
                return out << "Simple";
            case Compounding::Compounded:
                return out << "Compounded";
            case Compounding::Continuous:
                return out << "Continuous";
            case Compounding::SimpleThenCompounded:
                return out << "SimpleThenCompounded";
            case Compounding::CompoundedThenSimple:
                return out << "CompoundedThenSimple";
            default:
                QL_FAIL("unknown compounding type");
        }
    }
}
 
#endif