ThirdWednesday (3) Linux Manual Page
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.