QuantLib
: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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ql
time
calendars
unitedkingdom.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) 2004 Ferdinando Ametrano
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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_united_kingdom_calendar_hpp
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#define quantlib_united_kingdom_calendar_hpp
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#include <ql/time/calendar.hpp>
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namespace
QuantLib
{
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class
UnitedKingdom
:
public
Calendar
{
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private
:
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class
SettlementImpl
final :
public
Calendar::WesternImpl
{
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public
:
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std::string
name
()
const override
{
return
"UK settlement"
; }
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bool
isBusinessDay
(
const
Date
&)
const override
;
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};
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class
ExchangeImpl
final :
public
Calendar::WesternImpl
{
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public
:
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std::string
name
()
const override
{
return
"London stock exchange"
; }
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bool
isBusinessDay
(
const
Date
&)
const override
;
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};
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class
MetalsImpl
final :
public
Calendar::WesternImpl
{
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public
:
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std::string
name
()
const override
{
return
"London metals exchange"
; }
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bool
isBusinessDay
(
const
Date
&)
const override
;
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};
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public
:
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enum
Market
{
Settlement
,
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Exchange
,
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Metals
//|< London metals-exchange calendar
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};
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UnitedKingdom
(
Market
market =
Settlement
);
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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::UnitedKingdom::ExchangeImpl
Definition:
unitedkingdom.hpp:98
QuantLib::UnitedKingdom::ExchangeImpl::isBusinessDay
bool isBusinessDay(const Date &) const override
Definition:
unitedkingdom.cpp:108
QuantLib::UnitedKingdom::ExchangeImpl::name
std::string name() const override
Definition:
unitedkingdom.hpp:100
QuantLib::UnitedKingdom::MetalsImpl
Definition:
unitedkingdom.hpp:103
QuantLib::UnitedKingdom::MetalsImpl::isBusinessDay
bool isBusinessDay(const Date &) const override
Definition:
unitedkingdom.cpp:136
QuantLib::UnitedKingdom::MetalsImpl::name
std::string name() const override
Definition:
unitedkingdom.hpp:105
QuantLib::UnitedKingdom::SettlementImpl
Definition:
unitedkingdom.hpp:93
QuantLib::UnitedKingdom::SettlementImpl::isBusinessDay
bool isBusinessDay(const Date &) const override
Definition:
unitedkingdom.cpp:80
QuantLib::UnitedKingdom::SettlementImpl::name
std::string name() const override
Definition:
unitedkingdom.hpp:95
QuantLib::UnitedKingdom
United Kingdom calendars.
Definition:
unitedkingdom.hpp:91
QuantLib::UnitedKingdom::Market
Market
UK calendars.
Definition:
unitedkingdom.hpp:110
QuantLib::UnitedKingdom::Settlement
@ Settlement
generic settlement calendar
Definition:
unitedkingdom.hpp:110
QuantLib::UnitedKingdom::Exchange
@ Exchange
London stock-exchange calendar.
Definition:
unitedkingdom.hpp:111
QuantLib::UnitedKingdom::Metals
@ Metals
Definition:
unitedkingdom.hpp:112
QuantLib
Definition:
any.hpp:35
QuantLib::Settlement
settlement information
Definition:
swaption.hpp:40
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