QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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JointCalendar Class Reference

Joint calendar. More...

#include <ql/time/calendars/jointcalendar.hpp>

Inheritance diagram for JointCalendar:

Public Member Functions

 JointCalendar (const Calendar &, const Calendar &, JointCalendarRule=JoinHolidays)
 JointCalendar (const Calendar &, const Calendar &, const Calendar &, JointCalendarRule=JoinHolidays)
 JointCalendar (const Calendar &, const Calendar &, const Calendar &, const Calendar &, JointCalendarRule=JoinHolidays)
 JointCalendar (const std::vector< Calendar > &, JointCalendarRule=JoinHolidays)
Public Member Functions inherited from Calendar
 Calendar ()=default
bool empty () const
 Returns whether or not the calendar is initialized.
std::string name () const
 Returns the name of the calendar.
const std::set< Date > & addedHolidays () const
const std::set< Date > & removedHolidays () const
void resetAddedAndRemovedHolidays ()
bool isBusinessDay (const Date &d) const
bool isHoliday (const Date &d) const
bool isWeekend (Weekday w) const
bool isStartOfMonth (const Date &d) const
Date startOfMonth (const Date &d) const
 first business day of the month to which the given date belongs
bool isEndOfMonth (const Date &d) const
Date endOfMonth (const Date &d) const
 last business day of the month to which the given date belongs
void addHoliday (const Date &)
void removeHoliday (const Date &)
std::vector< DateholidayList (const Date &from, const Date &to, bool includeWeekEnds=false) const
std::vector< DatebusinessDayList (const Date &from, const Date &to) const
Date adjust (const Date &, BusinessDayConvention convention=Following) const
Date advance (const Date &, Integer n, TimeUnit unit, BusinessDayConvention convention=Following, bool endOfMonth=false) const
Date advance (const Date &date, const Period &period, BusinessDayConvention convention=Following, bool endOfMonth=false) const
Date::serial_type businessDaysBetween (const Date &from, const Date &to, bool includeFirst=true, bool includeLast=false) const

Additional Inherited Members

Protected Attributes inherited from Calendar
ext::shared_ptr< Implimpl_

Detailed Description

Joint calendar.

Depending on the chosen rule, this calendar has a set of business days given by either the union or the intersection of the sets of business days of the given calendars.

Tests
the correctness of the returned results is tested by reproducing the calculations.