TipsVal
Valuation library for inflation-indexed bonds
Public Types | List of all members
AndrewKalotayAssociates::Common::BusinessDayConvention Struct Reference

#include "andrew_kalotay_associates/common/enums.h"

Public Types

enum  type { unadjusted = 0 , preceding = 1024 , following = 2048 , modified_following = 4096 }
 

Detailed Description

How to adjust a date when it falls on a weekend or holiday


The documentation for this struct was generated from the following file: