/usr/include/ql/time/businessdayconvention.hpp is in libquantlib0-dev 1.12-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2003, 2004, 2005, 2006, 2007 StatPro Italia srl
Copyright (C) 2006 Piter Dias
Copyright (C) 2014 Paolo Mazzocchi
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.
*/
/*! \file businessdayconvention.hpp
\brief BusinessDayConvention enumeration
*/
#ifndef quantlib_business_day_convention_hpp
#define quantlib_business_day_convention_hpp
#include <ql/qldefines.hpp>
#include <iosfwd>
namespace QuantLib {
//! Business Day conventions
/*! These conventions specify the algorithm used to adjust a date in case
it is not a valid business day.
\ingroup datetime
*/
enum BusinessDayConvention {
// ISDA
Following, /*!< Choose the first business day after
the given holiday. */
ModifiedFollowing, /*!< Choose the first business day after
the given holiday unless it belongs
to a different month, in which case
choose the first business day before
the holiday. */
Preceding, /*!< Choose the first business
day before the given holiday. */
// NON ISDA
ModifiedPreceding, /*!< Choose the first business day before
the given holiday unless it belongs
to a different month, in which case
choose the first business day after
the holiday. */
Unadjusted, /*!< Do not adjust. */
HalfMonthModifiedFollowing, /*!< Choose the first business day after
the given holiday unless that day
crosses the mid-month (15th) or the
end of month, in which case choose
the first business day before the
holiday. */
Nearest /*!< Choose the nearest business day
to the given holiday. If both the
preceding and following business
days are equally far away, default
to following business day. */
};
/*! \relates BusinessDayConvention */
std::ostream& operator<<(std::ostream&,
BusinessDayConvention);
}
#endif
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