QuantLib_JointCalendar (3) - Linux Manuals

QuantLib_JointCalendar: Joint calendar.

Command to display QuantLib_JointCalendar manual in Linux: $ man 3 QuantLib_JointCalendar

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

Generated automatically by Doxygen for QuantLib from the source code.