QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
time
calendars
weekendsonly.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2009 StatPro Italia srl
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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/*! \file weekendsonly.hpp
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\brief Weekends-only calendar
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*/
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#ifndef quantlib_target_weekends_only_hpp
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#define quantlib_target_weekends_only_hpp
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#include <
ql/time/calendar.hpp
>
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namespace
QuantLib
{
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//! Weekends-only calendar
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/*! This calendar has no bank holidays except for weekends
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(Saturdays and Sundays) as required by ISDA for calculating
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conventional CDS spreads.
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\ingroup calendars
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*/
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class
WeekendsOnly
:
public
Calendar
{
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private
:
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class
Impl
final :
public
Calendar::WesternImpl
{
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public
:
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std::string
name
()
const override
{
return
"weekends only"
; }
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bool
isBusinessDay
(
const
Date
&)
const override
;
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};
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public
:
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WeekendsOnly
();
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};
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}
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#endif
calendar.hpp
calendar class
QuantLib::Calendar::WesternImpl
partial calendar implementation
Definition:
calendar.hpp:168
QuantLib::Calendar
calendar class
Definition:
calendar.hpp:61
QuantLib::Date
Concrete date class.
Definition:
date.hpp:125
QuantLib::WeekendsOnly::Impl
Definition:
weekendsonly.hpp:40
QuantLib::WeekendsOnly::Impl::isBusinessDay
bool isBusinessDay(const Date &) const override
Definition:
weekendsonly.cpp:30
QuantLib::WeekendsOnly::Impl::name
std::string name() const override
Definition:
weekendsonly.hpp:42
QuantLib::WeekendsOnly
Weekends-only calendar.
Definition:
weekendsonly.hpp:38
QuantLib::WeekendsOnly::WeekendsOnly
WeekendsOnly()
Definition:
weekendsonly.cpp:24
QuantLib
Definition:
any.hpp:35
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