QuantLib: DateGeneration Struct Reference

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

# DateGeneration Struct Reference
[Date and time calculations]

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

List of all members.

## Detailed Description

Date-generation rule.

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

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

## 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

## Friends And Related Function Documentation

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