WeekendsOnly Class Reference
[Calendars]

Weekends-only calendar. More...

#include <ql/time/calendars/weekendsonly.hpp>

Inheritance diagram for WeekendsOnly:

List of all members.


Detailed Description

Weekends-only calendar.

This calendar has no bank holidays except for weekends (Saturdays and Sundays) as required by ISDA for calculating conventional CDS spreads.