QuantLib: a free/open-source library for quantitative finance
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Classes | Public Member Functions | List of all members
JointCalendar Class Reference

Joint calendar. More...

#include <ql/time/calendars/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 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< DateholidayList (const Date &from, const Date &to, bool includeWeekEnds=false) const
 
std::vector< DatebusinessDayList (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< Implimpl_
 

Detailed Description

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.

Tests:
the correctness of the returned results is tested by reproducing the calculations.

Definition at line 55 of file jointcalendar.hpp.

Constructor & Destructor Documentation

◆ JointCalendar() [1/4]

JointCalendar ( const Calendar c1,
const Calendar c2,
JointCalendarRule  r = JoinHolidays 
)

Definition at line 124 of file jointcalendar.cpp.

◆ JointCalendar() [2/4]

JointCalendar ( const Calendar c1,
const Calendar c2,
const Calendar c3,
JointCalendarRule  r = JoinHolidays 
)

Definition at line 131 of file jointcalendar.cpp.

◆ JointCalendar() [3/4]

JointCalendar ( const Calendar c1,
const Calendar c2,
const Calendar c3,
const Calendar c4,
JointCalendarRule  r = JoinHolidays 
)

Definition at line 139 of file jointcalendar.cpp.

◆ JointCalendar() [4/4]

JointCalendar ( const std::vector< Calendar > &  cv,
JointCalendarRule  r = JoinHolidays 
)
explicit

Definition at line 148 of file jointcalendar.cpp.