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

/*
Copyright (C) 2015 Ferdinando Ametrano
Copyright (C) 2015 Maddalena Zanzi

 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/instruments/futures.hpp>
#include <ql/types.hpp>
#include <ql/errors.hpp>

namespace QuantLib {

    std::ostream& operator<<(std::ostream& out, Futures::Type f) {
        switch (f) {
          case Futures::IMM:
            return out << "IMM";
          case Futures::ASX:
            return out << "ASX";
          case Futures::Custom:
            return out << "Custom";
          default:
            return out << "Unknown(" << Integer(f) << ')';
        }
    }

}
