TwentiethIMM (3) - Linux Manuals
TwentiethIMM: Date-generation rule.
QuantLib::DateGeneration - Date-generation rule.
Related Functions(Note that these are not member functions.)
std::ostream & operator<< (std::ostream &, DateGeneration::Rule)
Member Enumeration Documentation
- Backward from termination date to effective date.
- Forward from effective date to termination date.
- No intermediate dates between effective date and termination date.
- All dates but effective date and termination date are taken to be on the third wednesday of their month (with forward calculation.)
- All dates but the effective date are taken to be the twentieth of their month (used for CDS schedules in emerging markets.) The termination date is also modified.
- All dates but the effective date are taken to be the twentieth of an IMM month (used for CDS schedules.) The termination date is also modified.
Friends And Related Function Documentation
std::ostream & operator<< (std::ostream &, DateGeneration::Rule) [related]
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