QuantLib
: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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ql
time
calendars
target.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) 2000, 2001, 2002, 2003 RiskMap 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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#ifndef quantlib_target_calendar_h
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#define quantlib_target_calendar_h
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#include <ql/time/calendar.hpp>
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namespace
QuantLib
{
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class
TARGET
:
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
"TARGET"
; }
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bool
isBusinessDay
(
const
Date
&)
const override
;
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};
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public
:
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TARGET
();
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};
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}
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#endif
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::TARGET::Impl
Definition:
target.hpp:52
QuantLib::TARGET::Impl::isBusinessDay
bool isBusinessDay(const Date &) const override
Definition:
target.cpp:30
QuantLib::TARGET::Impl::name
std::string name() const override
Definition:
target.hpp:54
QuantLib::TARGET
TARGET calendar
Definition:
target.hpp:50
QuantLib::TARGET::TARGET
TARGET()
Definition:
target.cpp:24
QuantLib
Definition:
any.hpp:35
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