Wmr::SetImpl Class Reference

Inheritance diagram for Wmr::SetImpl:

Collaboration diagram for Wmr::SetImpl:

Public Member Functions
std::string	name () const override
bool	isBusinessDay (const QuantLib::Date &) const override

Detailed Description

Definition at line 32 of file wmr.hpp.

Member Function Documentation

name()

std::string name ( ) const

override

Definition at line 34 of file wmr.hpp.

{ return "Thomson Reuters QM/Reuters Spot"; }

isBusinessDay()

bool isBusinessDay ( const QuantLib::Date &  ) const

override

Definition at line 31 of file wmr.cpp.

                                                     {
    Weekday w = date.weekday();
    Day d = date.dayOfMonth(), dd = date.dayOfYear();
    Month m = date.month();
    Year y = date.year();
    Day em = easterMonday(y);
    if (isWeekend(w)
        // New Years Day
        || ((d == 1 || ((d == 2 || d == 3) && w == Monday)) && m == January)
        // Easter Monday
        || (dd == em)
        // Christmas Day
        || ((d == 25 || ((d == 26 || d == 27) && w == Monday)) && m == December))
        return false;
    return true;
}