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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Joint calendar. More...
#include <jointcalendar.hpp>
Inheritance diagram for JointCalendar:
Collaboration diagram for JointCalendar:Classes | |
| class | Impl |
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. More... | |
| std::string | name () const |
| Returns the name of the calendar. More... | |
| 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 More... | |
| bool | isEndOfMonth (const Date &d) const |
| Date | endOfMonth (const Date &d) const |
| last business day of the month to which the given date belongs More... | |
| 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 |
Additional Inherited Members | |
Protected Attributes inherited from Calendar | |
| ext::shared_ptr< Impl > | impl_ |
Related Functions inherited from Calendar | |
| bool | operator== (const Calendar &, const Calendar &) |
| bool | operator!= (const Calendar &, const Calendar &) |
| std::ostream & | operator<< (std::ostream &, const Calendar &) |
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.
Definition at line 55 of file jointcalendar.hpp.
| JointCalendar | ( | const Calendar & | c1, |
| const Calendar & | c2, | ||
| JointCalendarRule | r = JoinHolidays |
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| ) |
Definition at line 124 of file jointcalendar.cpp.
| JointCalendar | ( | const Calendar & | c1, |
| const Calendar & | c2, | ||
| const Calendar & | c3, | ||
| JointCalendarRule | r = JoinHolidays |
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| ) |
Definition at line 131 of file jointcalendar.cpp.
| JointCalendar | ( | const Calendar & | c1, |
| const Calendar & | c2, | ||
| const Calendar & | c3, | ||
| const Calendar & | c4, | ||
| JointCalendarRule | r = JoinHolidays |
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| ) |
Definition at line 139 of file jointcalendar.cpp.
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explicit |
Definition at line 148 of file jointcalendar.cpp.