8467932009

Committed 28 Mar 2024 01:18PM UTC coverage: 72.497% (+0.07%) from 72.426%

Build # 8467932009

Build Type

Pull #1593

github

Committed by

web-flow

Commit Message

Merge 9b4efa33c into d6f6c13a5

Pull Request Pull Request #1593: allow swaptions to take OvernightIndexedSwap

Run Details

103 of 127 new or added lines in 13 files covered. (81.1%)

373 existing lines in 21 files now uncovered.

54966 of 75818 relevant lines covered (72.5%)

8708317.57 hits per line

Source File
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0.0

/ql/instruments/futures.cpp

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

/*
Copyright (C) 2015 Ferdinando Ametrano
Copyright (C) 2015 Maddalena Zanzi

 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.
*/

#include <ql/instruments/futures.hpp>
#include <ql/types.hpp>
#include <ql/errors.hpp>

namespace QuantLib {

    std::ostream& operator<<(std::ostream& out, Futures::Type f) {
        switch (f) {
          case Futures::IMM:
            return out << "IMM";
          case Futures::ASX:
            return out << "ASX";
          case Futures::Custom:
            return out << "Custom";
          default:
            return out << "Unknown(" << Integer(f) << ')';
        }
    }

}

1	/* -- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -- */
2
3	/*
4	Copyright (C) 2015 Ferdinando Ametrano
5	Copyright (C) 2015 Maddalena Zanzi
6
7	This file is part of QuantLib, a free-software/open-source library
8	for financial quantitative analysts and developers - http://quantlib.org/
9
10	QuantLib is free software: you can redistribute it and/or modify it
11	under the terms of the QuantLib license. You should have received a
12	copy of the license along with this program; if not, please email
13	<quantlib-dev@lists.sf.net>. The license is also available online at
14	<http://quantlib.org/license.shtml>.
15
16	This program is distributed in the hope that it will be useful, but WITHOUT
17	ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18	FOR A PARTICULAR PURPOSE. See the license for more details.
19	*/
20
21	#include <ql/instruments/futures.hpp>
22	#include <ql/types.hpp>
23	#include <ql/errors.hpp>
24
25	namespace QuantLib {
26
27	std::ostream& operator<<(std::ostream& out, Futures::Type f) {	×
28	switch (f) {	×
29	case Futures::IMM:	×
30	return out << "IMM";	×
31	case Futures::ASX:	×
32	return out << "ASX";	×
33	case Futures::Custom:	×
34	return out << "Custom";	×
UNCOV 35	default:	×
UNCOV 36	return out << "Unknown(" << Integer(f) << ')';	×
37	}
38	}
39
40	}

lballabio / QuantLib / 8467932009

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