/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
 Copyright (C) 2003, 2004, 2005, 2006 StatPro Italia srl
 Copyright (C) 2004 Jeff Yu

 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.
*/

#include <ql/time/businessdayconvention.hpp>
#include <ql/types.hpp>
#include <ql/errors.hpp>

namespace QuantLib {

    std::ostream& operator<<(std::ostream& out, BusinessDayConvention b) {
        switch (b) {
          case Following:
            return out << "Following";
          case ModifiedFollowing:
            return out << "Modified Following";
          case Preceding:
            return out << "Preceding";
          case ModifiedPreceding:
            return out << "Modified Preceding";
          case Unadjusted:
            return out << "Unadjusted";
          default:
            QL_FAIL("unknown BusinessDayConvention (" << Integer(b) << ")");
        }
    }

}