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QuantLib_JointCalendar
Langue: en
Version: 381471 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::JointCalendar -Joint calendar.
SYNOPSIS
#include <ql/time/calendars/jointcalendar.hpp>
Inherits QuantLib::Calendar.
Public Member Functions
JointCalendar (const Calendar &, const Calendar &, JointCalendarRule=JoinHolidays)
JointCalendar (const Calendar &, const Calendar &, const Calendar &, JointCalendarRule=JoinHolidays)
JointCalendar (const Calendar &, const Calendar &, const Calendar &, const Calendar &, JointCalendarRule=JoinHolidays)
Detailed Description
Joint calendar.
Depending on the chosen rule, this calendar has a set of business days given by either the union or the intersection of the sets of business days of the given calendars.
Tests
- the correctness of the returned results is tested by reproducing the calculations.
Author
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Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre