/usr/include/ql/time/businessdayconvention.hpp is in libquantlib0-dev 1.1-2build1.
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
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 <ostream>
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. */
};
/*! \relates BusinessDayConvention */
std::ostream& operator<<(std::ostream&,
BusinessDayConvention);
}
#endif
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