AndrewKalotayAssociates::Common::CalendarFrequency Struct Reference

#include "andrew_kalotay_associates/common/enums.h"

Public Types
enum	type {   unknown = -999 , decennial = -10 , every_10_years = -10 , quintannual = -5 ,   every_5_years = -5 , quadrannual = -4 , every_4_years = -4 , triannual = -3 ,   every_3_years = -3 , biannual = -2 , every_2_years = -2 , custom = -1 ,   once = -1 , zero = 0 , annual = 1 , semiannual = 2 ,   thirdly = 3 , quarterly = 4 , bimonthly = 6 , monthly = 12 ,   daily = 365 , weekly = 7 , biweekly = 14 , lunar_monthly = 28 ,   every_5_weeks = 35 , every_6_weeks = 42 , every_45_days = 45 , every_7_weeks = 49 ,   every_8_weeks = 56 , every_13_weeks = 91 , every_26_weeks = 182 , every_52_weeks = 364 ,   continuous = 1000 }

Detailed Description

Frequency of coupon payments or option exercise opportunities

Member Enumeration Documentation

type

enum AndrewKalotayAssociates::Common::CalendarFrequency::type

Enumerator
unknown	Unknown.
decennial	10 years
quintannual	5 years
quadrannual	4 years
triannual	3 years
biannual	2 years
custom	(custom schedule)
once	(custom schedule)
zero	zero coupon (or no option)
annual	1 year
semiannual	6 months
thirdly	4 months
quarterly	3 months
bimonthly	2 months
monthly	1 month
daily	daily
weekly	7 days
biweekly	14 days
lunar_monthly	28 days
continuous	continuous (used for compounding only)

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

• include/andrew_kalotay_associates/common/enums.h