QuantLib: a free/open-source library for quantitative finance
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israel.hpp
1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2015 Paolo Mazzocchi
5 Copyright (C) 2015 Riccardo Barone
6
7 This file is part of QuantLib, a free-software/open-source library
8 for financial quantitative analysts and developers - http://quantlib.org/
9
10 QuantLib is free software: you can redistribute it and/or modify it
11 under the terms of the QuantLib license. You should have received a
12 copy of the license along with this program; if not, please email
13 <quantlib-dev@lists.sf.net>. The license is also available online at
14 <http://quantlib.org/license.shtml>.
15
16 This program is distributed in the hope that it will be useful, but WITHOUT
17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18 FOR A PARTICULAR PURPOSE. See the license for more details.
19*/
20
25#ifndef quantlib_israel_calendar_hpp
26#define quantlib_israel_calendar_hpp
27
28#include <ql/time/calendar.hpp>
29
30namespace QuantLib {
31
33
61 class Israel : public Calendar {
62 private:
63 class TelAvivImpl final : public Calendar::Impl {
64 public:
65 std::string name() const override { return "Tel Aviv stock exchange"; }
66 bool isWeekend(Weekday) const override;
67 bool isBusinessDay(const Date&) const override;
68 };
69 public:
71 TASE
72 };
73 Israel(Market market = Settlement);
74 };
75
76}
77
78
79#endif
abstract base class for calendar implementations
Definition: calendar.hpp:64
calendar class
Definition: calendar.hpp:61
Concrete date class.
Definition: date.hpp:125
bool isBusinessDay(const Date &) const override
Definition: israel.cpp:48
std::string name() const override
Definition: israel.hpp:65
bool isWeekend(Weekday) const override
Definition: israel.cpp:44
Israel calendar.
Definition: israel.hpp:61
@ TASE
Tel-Aviv stock exchange calendar.
Definition: israel.hpp:71
@ Settlement
generic settlement calendar
Definition: israel.hpp:70
Definition: any.hpp:35
settlement information
Definition: swaption.hpp:40