DateGeneration Struct Reference

### A free/open-source library for quantitative finance

Public Types | Related Functions
DateGeneration Struct Reference
Date and time calculations

Date-generation rule. More...

`#include <ql/time/dategenerationrule.hpp>`

List of all members.

## Public Types
enum | Rule { Backward, Forward, Zero, ThirdWednesday, Twentieth, TwentiethIMM, OldCDS, CDS }
## Related Functions
(Note that these are not member functions.)
std::ostream & | operator<< (std::ostream &, DateGeneration::Rule)

## Detailed Description

Date-generation rule.

These conventions specify the rule used to generate dates in a Schedule.

## Member Enumeration Documentation

enum Rule

Enumerator:

  Backward | Backward from termination date to effective date.
  Forward | Forward from effective date to termination date.
  Zero | No intermediate dates between effective date and termination date.
  ThirdWednesday | All dates but effective date and termination date are taken to be on the third wednesday of their month (with forward calculation.)
  Twentieth | All dates but the effective date are taken to be the twentieth of their month (used for CDS schedules in emerging markets.) The termination date is also modified.
  TwentiethIMM | All dates but the effective date are taken to be the twentieth of an IMM month (used for CDS schedules.) The termination date is also modified.
  OldCDS | Same as TwentiethIMM with unrestricted date ends and log/short stub coupon period (old CDS convention).
  CDS | Credit derivatives standard rule since 'Big Bang' changes in 2009.

## Friends And Related Function Documentation

std::ostream & operator<< | ( | std::ostream & | ,
|  | DateGeneration::Rule |
| ) |  | `[related]`