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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2004, 2005, 2006, 2007 Ferdinando Ametrano

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file compounding.hpp
    \brief Compounding enumeration

#ifndef quantlib_compounding_hpp
#define quantlib_compounding_hpp

#include <ql/qldefines.hpp>
#include <ostream>

namespace QuantLib {

    //! Interest rate coumpounding rule
00033     enum Compounding { Simple = 0,          //!< \f$ 1+rt \f$
00034                        Compounded = 1,      //!< \f$ (1+r)^t \f$
00035                        Continuous = 2,      //!< \f$ e^{rt} \f$
00036                        SimpleThenCompounded //!< Simple up to the first period then Compounded



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