JointCalendar (3) - Linux Manuals

JointCalendar: Joint calendar.

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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