calendar class More...
#include <ql/time/calendar.hpp>
Inherited by Argentina, Australia, BespokeCalendar, Botswana, Brazil, Canada, China, CzechRepublic, Denmark, Finland, Germany, HongKong, Hungary, Iceland, India, Indonesia, Israel, Italy, Japan, JointCalendar, Mexico, NewZealand, Norway, NullCalendar, Poland, Romania, Russia, SaudiArabia, Singapore, Slovakia, SouthAfrica, SouthKorea, Sweden, Switzerland, Taiwan, TARGET, Turkey, Ukraine, UnitedKingdom, UnitedStates, and WeekendsOnly.
Classes | |
class | Impl |
abstract base class for calendar implementations More... | |
class | OrthodoxImpl |
partial calendar implementation More... | |
class | WesternImpl |
partial calendar implementation More... | |
Public Member Functions | |
Calendar () | |
Protected Attributes | |
boost::shared_ptr< Impl > | impl_ |
Related Functions | |
(Note that these are not member functions.) | |
bool | operator== (const Calendar &, const Calendar &) |
bool | operator!= (const Calendar &, const Calendar &) |
std::ostream & | operator<< (std::ostream &, const Calendar &) |
Calendar interface | |
bool | empty () const |
Returns whether or not the calendar is initialized. | |
std::string | name () const |
Returns the name of the calendar. More... | |
bool | isBusinessDay (const Date &d) const |
bool | isHoliday (const Date &d) const |
bool | isWeekend (Weekday w) const |
bool | isEndOfMonth (const Date &d) const |
Date | endOfMonth (const Date &d) const |
last business day of the month to which the given date belongs | |
void | addHoliday (const Date &) |
void | removeHoliday (const Date &) |
Date | adjust (const Date &, BusinessDayConvention convention=Following) const |
Date | advance (const Date &, Integer n, TimeUnit unit, BusinessDayConvention convention=Following, bool endOfMonth=false) const |
Date | advance (const Date &date, const Period &period, BusinessDayConvention convention=Following, bool endOfMonth=false) const |
Date::serial_type | businessDaysBetween (const Date &from, const Date &to, bool includeFirst=true, bool includeLast=false) const |
static std::vector< Date > | holidayList (const Calendar &calendar, const Date &from, const Date &to, bool includeWeekEnds=false) |
Returns the holidays between two dates. | |
calendar class
This class provides methods for determining whether a date is a business day or a holiday for a given market, and for incrementing/decrementing a date of a given number of business days.
The Bridge pattern is used to provide the base behavior of the calendar, namely, to determine whether a date is a business day.
A calendar should be defined for specific exchange holiday schedule or for general country holiday schedule. Legacy city holiday schedule calendars will be moved to the exchange/country convention.
Calendar | ( | ) |
The default constructor returns a calendar with a null implementation, which is therefore unusable except as a placeholder.
std::string name | ( | ) | const |
Returns the name of the calendar.
bool isBusinessDay | ( | const Date & | d | ) | const |
Returns true
iff the date is a business day for the given market.
bool isHoliday | ( | const Date & | d | ) | const |
Returns true
iff the date is a holiday for the given market.
bool isWeekend | ( | Weekday | w | ) | const |
Returns true
iff the weekday is part of the weekend for the given market.
bool isEndOfMonth | ( | const Date & | d | ) | const |
Returns true
iff in the given market, the date is on or after the last business day for that month.
void addHoliday | ( | const Date & | ) |
Adds a date to the set of holidays for the given calendar.
void removeHoliday | ( | const Date & | ) |
Removes a date from the set of holidays for the given calendar.
Date adjust | ( | const Date & | , |
BusinessDayConvention | convention = Following |
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) | const |
Adjusts a non-business day to the appropriate near business day with respect to the given convention.
Date advance | ( | const Date & | , |
Integer | n, | ||
TimeUnit | unit, | ||
BusinessDayConvention | convention = Following , |
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bool | endOfMonth = false |
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) | const |
Advances the given date of the given number of business days and returns the result.
Date advance | ( | const Date & | date, |
const Period & | period, | ||
BusinessDayConvention | convention = Following , |
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bool | endOfMonth = false |
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) | const |
Advances the given date as specified by the given period and returns the result.
Date::serial_type businessDaysBetween | ( | const Date & | from, |
const Date & | to, | ||
bool | includeFirst = true , |
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bool | includeLast = false |
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) | const |
Calculates the number of business days between two given dates and returns the result.
Returns true
iff the two calendars belong to the same derived class.
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related |