/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl Copyright (C) 2003, 2004, 2005, 2006, 2007 StatPro Italia srl Copyright (C) 2006 Piter Dias 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 . 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 businessdayconvention.hpp \brief BusinessDayConvention enumeration */ #ifndef quantlib_business_day_convention_hpp #define quantlib_business_day_convention_hpp #include #include namespace QuantLib { //! Business Day conventions /*! These conventions specify the algorithm used to adjust a date in case it is not a valid business day. \ingroup datetime */ enum BusinessDayConvention { // ISDA Following, /*!< Choose the first business day after the given holiday. */ ModifiedFollowing, /*!< Choose the first business day after the given holiday unless it belongs to a different month, in which case choose the first business day before the holiday. */ Preceding, /*!< Choose the first business day before the given holiday. */ // NON ISDA ModifiedPreceding, /*!< Choose the first business day before the given holiday unless it belongs to a different month, in which case choose the first business day after the holiday. */ Unadjusted /*!< Do not adjust. */ }; /*! \relates BusinessDayConvention */ std::ostream& operator<<(std::ostream&, BusinessDayConvention); } #endif