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QuantLib_WeekendsOnly
Langue: en
Version: 374424 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::WeekendsOnly -Weekends-only calendar.
SYNOPSIS
#include <ql/time/calendars/weekendsonly.hpp>
Inherits QuantLib::Calendar.
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.
Author
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Contenus ©2006-2024 Benjamin Poulain
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