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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <futures.hpp>
Collaboration diagram for Futures:Public Types | |
| enum | Type { IMM , ASX , Custom } |
| Futures type enumeration. More... | |
Related Functions | |
(Note that these are not member functions.) | |
| std::ostream & | operator<< (std::ostream &, Futures::Type) |
Definition at line 33 of file futures.hpp.
| enum Type |
Futures type enumeration.
These conventions specify the kind of futures type.
| Enumerator | |
|---|---|
| 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 |
Definition at line 36 of file futures.hpp.
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related |
Definition at line 27 of file futures.cpp.