WeekendsOnly Class Reference

Weekends-only calendar. More...

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

Inheritance diagram for WeekendsOnly:

Additional Inherited Members
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< Date >	holidayList (const Date &from, const Date &to, bool includeWeekEnds=false) const
std::vector< Date >	businessDayList (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
Protected Attributes inherited from Calendar
ext::shared_ptr< Impl >	impl_
Related Symbols inherited from Calendar
bool	operator== (const Calendar &, const Calendar &)
bool	operator!= (const Calendar &, const Calendar &)
std::ostream &	operator<< (std::ostream &, const Calendar &)

Detailed Description

Weekends-only calendar.

This calendar has no bank holidays except for weekends (Saturdays and Sundays) as required by ISDA for calculating conventional CDS spreads.

Examples

CDS.cpp.