QuantLib_WeekendsOnly

Langue: en

Version: 374424 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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