TipsVal
Valuation library for inflation-indexed bonds
Public Types | List of all members
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

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)


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