Calendar Class Reference
[Date and time calculations]
#include <ql/time/calendar.hpp>
Inheritance diagram for Calendar:

Detailed Description
calendar classThis 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.
- Tests:
- the methods for adding and removing holidays are tested by inspecting the calendar before and after their invocation.
- Examples:
-
BermudanSwaption.cpp, ConvertibleBonds.cpp, FRA.cpp, Repo.cpp, and swapvaluation.cpp.
Calendar interface | |
bool | empty () const |
Returns whether or not the calendar is initialized. | |
std::string | name () const |
Returns the name of the calendar. | |
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 |
BigInteger | 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. | |
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 &) |
Classes | |
class | Impl |
abstract base class for calendar implementations More... | |
class | OrthodoxImpl |
partial calendar implementation More... | |
class | WesternImpl |
partial calendar implementation More... |
Constructor & Destructor Documentation
Calendar | ( | ) |
The default constructor returns a calendar with a null implementation, which is therefore unusable except as a placeholder.
Member Function Documentation
std::string name | ( | ) | const |
Returns the name of the calendar.
- Warning:
- This method is used for output and comparison between calendars. It is not meant to be used for writing switch-on-type code.
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 the date is last business day for the month in given market.
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 | |||
) | const |
Adjusts a non-business day to the appropriate near business day with respect to the given convention.
- Examples:
- ConvertibleBonds.cpp, and swapvaluation.cpp.
Date advance | ( | const Date & | , | |
Integer | n, | |||
TimeUnit | unit, | |||
BusinessDayConvention | convention = Following , |
|||
bool | endOfMonth = false | |||
) | const |
Advances the given date of the given number of business days and returns the result.
- Note:
- The input date is not modified.
- Examples:
- BermudanSwaption.cpp, ConvertibleBonds.cpp, FRA.cpp, and swapvaluation.cpp.
Date advance | ( | const Date & | date, | |
const Period & | period, | |||
BusinessDayConvention | convention = Following , |
|||
bool | endOfMonth = false | |||
) | const |
Advances the given date as specified by the given period and returns the result.
- Note:
- The input date is not modified.
BigInteger businessDaysBetween | ( | const Date & | from, | |
const Date & | to, | |||
bool | includeFirst = true , |
|||
bool | includeLast = false | |||
) | const |
Calculates the number of business days between two given dates and returns the result.
Friends And Related Function Documentation
Returns true
iff the two calendars belong to the same derived class.
std::ostream & operator<< | ( | std::ostream & | , | |
const Calendar & | ||||
) | [related] |