| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
| 2 | |
| 3 | /* |
| 4 | Copyright (C) 2004, 2005, 2006 Ferdinando Ametrano |
| 5 | Copyright (C) 2006 Katiuscia Manzoni |
| 6 | Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl |
| 7 | Copyright (C) 2003, 2004, 2005, 2006, 2008 StatPro Italia srl |
| 8 | |
| 9 | This file is part of QuantLib, a free-software/open-source library |
| 10 | for financial quantitative analysts and developers - http://quantlib.org/ |
| 11 | |
| 12 | QuantLib is free software: you can redistribute it and/or modify it |
| 13 | under the terms of the QuantLib license. You should have received a |
| 14 | copy of the license along with this program; if not, please email |
| 15 | <quantlib-dev@lists.sf.net>. The license is also available online at |
| 16 | <http://quantlib.org/license.shtml>. |
| 17 | |
| 18 | This program is distributed in the hope that it will be useful, but WITHOUT |
| 19 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
| 20 | FOR A PARTICULAR PURPOSE. See the license for more details. |
| 21 | */ |
| 22 | |
| 23 | /*! \file frequency.hpp |
| 24 | \brief Frequency enumeration |
| 25 | */ |
| 26 | |
| 27 | #ifndef quantlib_frequency_hpp |
| 28 | #define quantlib_frequency_hpp |
| 29 | |
| 30 | #include <ql/qldefines.hpp> |
| 31 | #include <iosfwd> |
| 32 | |
| 33 | namespace QuantLib { |
| 34 | |
| 35 | //! Frequency of events |
| 36 | /*! \ingroup datetime */ |
| 37 | enum Frequency { NoFrequency = -1, //!< null frequency |
| 38 | Once = 0, //!< only once, e.g., a zero-coupon |
| 39 | Annual = 1, //!< once a year |
| 40 | Semiannual = 2, //!< twice a year |
| 41 | EveryFourthMonth = 3, //!< every fourth month |
| 42 | Quarterly = 4, //!< every third month |
| 43 | Bimonthly = 6, //!< every second month |
| 44 | Monthly = 12, //!< once a month |
| 45 | EveryFourthWeek = 13, //!< every fourth week |
| 46 | Biweekly = 26, //!< every second week |
| 47 | Weekly = 52, //!< once a week |
| 48 | Daily = 365, //!< once a day |
| 49 | OtherFrequency = 999 //!< some other unknown frequency |
| 50 | }; |
| 51 | |
| 52 | /*! \relates Frequency */ |
| 53 | std::ostream& operator<<(std::ostream& out, |
| 54 | Frequency f); |
| 55 | |
| 56 | } |
| 57 | |
| 58 | #endif |
| 59 | |