timeUnit.hpp

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#ifndef JULIAN_TIMEUNIT_HPP
#define JULIAN_TIMEUNIT_HPP

#include <string>
#include <iostream>

namespace julian {
  
  enum TimeUnit {
    DAY,
    WEEK,
    MONTH,
    QUARTER,
    YEAR,
    OVERNIGHT,
    TOMORROWNEXT,
    SPOTDATE,
    TODAY,
    SPOTNEXT
  };

  template<class Archive>
  void serialize(Archive & ar, TimeUnit & g, const unsigned int version) {
  }
  enum Weekday {
    MON = 2,
    TUE = 3,
    WED = 4,
    THU = 5,
    FRI = 6,
    SAT = 0,
    SUN = 1
  };

  enum Frequency {
    NOFREQ = 0,
    MONTHLY = 1,
    QUARTERLY = 3,
    SEMIANNUALLY = 6,
    ANNUALLY = 12
  };
  inline std::ostream& operator<<(std::ostream & os, Frequency & f) {
    switch(f) {
    case NOFREQ: os << "NoFreq"; break;
    case MONTHLY: os << "monthly"; break;
    case QUARTERLY: os << "quarterly"; break;
    case SEMIANNUALLY: os << "semiannually"; break;
    case ANNUALLY: os << "annually"; break;
    }
    return os;
  }
  
  enum NameOfMonth {
    JAN = 1,
    FEB = 2,
    MAR = 3,
    APR = 4,
    MAY = 5,
    JUN = 6,
    JUL = 7,
    AUG = 8,
    SEP = 9,
    OCT = 10,
    NOV = 11,
    DEC = 12
  };

  enum DayRollingConvention {
    FOLLOWING ,
    PRECEDING ,
    MODIFIEDFOLLOWING ,
    MODIFIEDPRECEDING ,
    UNADJUSTED ,
    NEAREST 
  };
  
  template<class Archive>
  void serialize(Archive & ar, DayRollingConvention & g, const unsigned int version) {
  }
}  // namespace julian
#endif