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Fully annotated reference manual - version 1.8.12
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islamicweekendsonly.cpp
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1/*
2 Copyright (C) 2021 Quaternion Risk Management Ltd
3
4 This file is part of ORE, a free-software/open-source library
5 for transparent pricing and risk analysis - http://opensourcerisk.org
6
7 ORE is free software: you can redistribute it and/or modify it
8 under the terms of the Modified BSD License. You should have received a
9 copy of the license along with this program.
10 The license is also available online at <http://opensourcerisk.org>
11
12 This program is distributed on the basis that it will form a useful
13 contribution to risk analytics and model standardisation, but WITHOUT
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
15 FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
16*/
17
19
20namespace QuantExt {
21
23 // all calendar instances share the same implementation instance
24 static ext::shared_ptr<Calendar::Impl> impl(new IslamicWeekendsOnly::Impl);
25 impl_ = impl;
26 }
27
29 return w == Friday || w == Saturday;
30 }
31
32 bool IslamicWeekendsOnly::Impl::isBusinessDay(const Date& date) const {
33 return !isWeekend(date.weekday());
34 }
35
36}
37
bool isBusinessDay(const Date &) const override
bool isWeekend(Weekday) const override
Islamic weekends-only calendar.