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Sourcecode: quantlib version File versions  Download package

calendar.hpp File Reference


Detailed Description

calendar class

Definition in file calendar.hpp.

#include <ql/date.hpp>
#include <ql/Patterns/bridge.hpp>
#include <set>
#include <vector>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::Calendar
 calendar class More...
class  QuantLib::Calendar::OrthodoxImpl
 partial calendar implementation More...
class  QuantLib::Calendar::WesternImpl
 partial calendar implementation More...
class  QuantLib::CalendarImpl
 abstract base class for calendar implementations More...

Enumerations

enum  BusinessDayConvention {
  QuantLib::Following, QuantLib::ModifiedFollowing, QuantLib::Preceding, QuantLib::ModifiedPreceding,
  QuantLib::MonthEndReference, QuantLib::UnadjustedMonthEnd, QuantLib::Unadjusted
}
 Business Day conventions. More...


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