jointcalendar.hpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2003 RiskMap srl
 Copyright (C) 2020 Piotr Siejda
 
 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/
 
 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.
 
 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
 
#ifndef quantlib_joint_calendar_h
#define quantlib_joint_calendar_h
 
#include <ql/time/calendar.hpp>
 
namespace QuantLib {
 
    enum JointCalendarRule { JoinHolidays,    
                             JoinBusinessDays 
    };
 
 
    class JointCalendar : public Calendar {
      private:
        class Impl final : public Calendar::Impl {
          public:
            Impl(const Calendar&, const Calendar&,
                 JointCalendarRule);
            Impl(const Calendar&, const Calendar&,
                 const Calendar&, JointCalendarRule);
            Impl(const Calendar&, const Calendar&,
                 const Calendar&, const Calendar&,
                 JointCalendarRule);
            Impl(std::vector<Calendar>, JointCalendarRule);
            std::string name() const override;
            bool isWeekend(Weekday) const override;
            bool isBusinessDay(const Date&) const override;
 
          private:
            JointCalendarRule rule_;
            std::vector<Calendar> calendars_;
        };
      public:
        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);
        explicit JointCalendar(const std::vector<Calendar>&,
                               JointCalendarRule = JoinHolidays);
    };
 
}
 
 
 
#endif