instrumentAuxiliaryTypes.hpp
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1 #ifndef JULIAN_INSTRUMENTAUXILIARYTYPES_HPP
2 #define JULIAN_INSTRUMENTAUXILIARYTYPES_HPP
3 
4 #include <iostream>
5 #include <string>
6 
7 namespace julian {
8 
16  enum CallPut {
17  CALL = 1,
18  PUT = -1
19  };
20 
23  template<class Archive>
24  void serialize(Archive & ar, CallPut & g, const unsigned int version) {
25  }
26 
27 } // namespace julian
28 #endif
Definition: cadHoliday.cpp:3
CallPut
Enumeration defining option types.
Definition: instrumentAuxiliaryTypes.hpp:16
void serialize(Archive &ar, TimeUnit &g, const unsigned int version)
interface used by Boost serialization library
Definition: timeUnit.hpp:39