ThirdWednesday (3) - Linux Manuals
ThirdWednesday: Date-generation rule.
NAME
QuantLib::DateGeneration - Date-generation rule.
SYNOPSIS
#include <ql/time/dategenerationrule.hpp>
Public Types
enum Rule { Backward, Forward, Zero, ThirdWednesday, Twentieth, TwentiethIMM }
Related Functions
(Note that these are not member functions.)std::ostream & operator<< (std::ostream &, DateGeneration::Rule)
Detailed Description
Date-generation rule.
These conventions specify the rule used to generate dates in a Schedule.
Member Enumeration Documentation
enum Rule
Enumerator:
- Backward
- Backward from termination date to effective date.
- Forward
- Forward from effective date to termination date.
- Zero
- No intermediate dates between effective date and termination date.
- ThirdWednesday
- All dates but effective date and termination date are taken to be on the third wednesday of their month (with forward calculation.)
- Twentieth
- 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.
- TwentiethIMM
- 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]
Author
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