QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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weekendsonly.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2009 StatPro Italia srl
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20/*! \file weekendsonly.hpp
21 \brief Weekends-only calendar
22*/
23
24#ifndef quantlib_target_weekends_only_hpp
25#define quantlib_target_weekends_only_hpp
26
27#include <ql/time/calendar.hpp>
28
29namespace QuantLib {
30
31 //! Weekends-only calendar
32 /*! This calendar has no bank holidays except for weekends
33 (Saturdays and Sundays) as required by ISDA for calculating
34 conventional CDS spreads.
35
36 \ingroup calendars
37 */
38 class WeekendsOnly : public Calendar {
39 private:
40 class Impl final : public Calendar::WesternImpl {
41 public:
42 std::string name() const override { return "weekends only"; }
43 bool isBusinessDay(const Date&) const override;
44 };
45 public:
47 };
48
49}
50
51
52#endif
calendar class
partial calendar implementation
Definition: calendar.hpp:168
calendar class
Definition: calendar.hpp:61
Concrete date class.
Definition: date.hpp:125
bool isBusinessDay(const Date &) const override
std::string name() const override
Weekends-only calendar.
Definition: any.hpp:35