/usr/include/ql/time/frequency.hpp is in libquantlib0-dev 1.4-2+b1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2004, 2005, 2006 Ferdinando Ametrano
Copyright (C) 2006 Katiuscia Manzoni
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2003, 2004, 2005, 2006, 2008 StatPro Italia srl
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
<http://quantlib.org/license.shtml>.
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 frequency.hpp
\brief Frequency enumeration
*/
#ifndef quantlib_frequency_hpp
#define quantlib_frequency_hpp
#include <ql/qldefines.hpp>
#include <iosfwd>
namespace QuantLib {
//! Frequency of events
/*! \ingroup datetime */
enum Frequency { NoFrequency = -1, //!< null frequency
Once = 0, //!< only once, e.g., a zero-coupon
Annual = 1, //!< once a year
Semiannual = 2, //!< twice a year
EveryFourthMonth = 3, //!< every fourth month
Quarterly = 4, //!< every third month
Bimonthly = 6, //!< every second month
Monthly = 12, //!< once a month
EveryFourthWeek = 13, //!< every fourth week
Biweekly = 26, //!< every second week
Weekly = 52, //!< once a week
Daily = 365, //!< once a day
OtherFrequency = 999 //!< some other unknown frequency
};
/*! \relates Frequency */
std::ostream& operator<<(std::ostream& out,
Frequency f);
}
#endif
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