amendedcalendar.cpp

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/*
 Copyright (C) 2020 Quaternion Risk Management Ltd
 All rights reserved.
 
 This file is part of ORE, a free-software/open-source library
 for transparent pricing and risk analysis - http://opensourcerisk.org
 
 ORE is free software: you can redistribute it and/or modify it
 under the terms of the Modified BSD License.  You should have received a
 copy of the license along with this program.
 The license is also available online at <http://opensourcerisk.org>
 
 This program is distributed on the basis that it will form a useful
 contribution to risk analytics and model standardisation, 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/errors.hpp>
#include <qle/calendars/amendedcalendar.hpp>
#include <sstream>
 
using namespace QuantLib;
 
namespace QuantExt {
 
std::string AmendedCalendar::Impl::name() const { return name_; }
 
bool AmendedCalendar::Impl::isWeekend(Weekday w) const { return baseCalendar_.isWeekend(w); }
 
bool AmendedCalendar::Impl::isBusinessDay(const Date& date) const { return baseCalendar_.isBusinessDay(date); }
 
AmendedCalendar::Impl::Impl(const QuantLib::Calendar& calendar, const std::string& name)
    : name_(name), baseCalendar_(calendar) {}
 
AmendedCalendar::AmendedCalendar(const QuantLib::Calendar& calendar, const std::string& name) {
    impl_ = ext::shared_ptr<Calendar::Impl>(new AmendedCalendar::Impl(calendar, name));
}
 
} // namespace QuantExt