| Safe Haskell | None |
|---|---|
| Language | Haskell2010 |
QuantLib.Time.Calendar
Synopsis
- data JointCalendarRule
- data CalendarConstructor
- = Argentina
- | Australia
- | AustriaSettlement
- | AustriaExchange
- | Botswana
- | BrazilSettlement
- | BrazilExchange
- | CanadaSettlement
- | CanadaTSX
- | ChinaSSE
- | ChinaIB
- | CzechRepublic
- | Denmark
- | Finland
- | FranceSettlement
- | FranceExchange
- | GermanySettlement
- | GermanyFrankfurtStockExchange
- | GermanyXetra
- | GermanyEurex
- | GermanyEuwax
- | HongKong
- | Hungary
- | Iceland
- | India
- | IndonesiaBEJ
- | IndonesiaJSX
- | IndonesiaIDX
- | IsraelSettlement
- | IsraelTASE
- | ItalySettlement
- | ItalyExchange
- | Japan
- | Mexico
- | NewZealand
- | Norway
- | Null
- | Poland
- | RomaniaPublic
- | RomaniaBVB
- | RussiaSettlement
- | RussiaMOEX
- | SaudiArabia
- | Singapore
- | Slovakia
- | SouthAfrica
- | SouthKoreaSettlement
- | SouthKoreaKRX
- | Sweden
- | Switzerland
- | Taiwan
- | TARGET
- | Thailand
- | Turkey
- | Ukraine
- | UnitedKingdomSettlement
- | UnitedKingdomExchange
- | UnitedKingdomMetals
- | UnitedStatesSettlement
- | UnitedStatesNYSE
- | UnitedStatesGovernmentBond
- | UnitedStatesNERC
- | UnitedStatesLiborImpact
- | UnitedStatesFederalReserve
- | WeekendsOnly
- | Bespoke !String ![Weekday]
- | Joint2 !Calendar !Calendar !JointCalendarRule
- | Joint3 !Calendar !Calendar !Calendar !JointCalendarRule
- | Joint4 !Calendar !Calendar !Calendar !Calendar !JointCalendarRule
- data Calendar
- calendar :: CalendarConstructor -> IO Calendar
- adjust :: Calendar -> Day -> BusinessDayConvention -> IO Day
- advance :: Calendar -> Day -> (Int, TimeUnit) -> BusinessDayConvention -> Bool -> IO Day
- addHoliday :: Calendar -> Day -> IO ()
- businessDaysBetween :: Calendar -> Day -> Day -> Bool -> Bool -> IO Int
- endOfMonth :: Calendar -> Day -> IO Day
- isBusinessDay :: Calendar -> Day -> IO Bool
- isEndOfMonth :: Calendar -> Day -> IO Bool
- isHoliday :: Calendar -> Day -> IO Bool
- isWeekend :: Calendar -> Weekday -> IO Bool
- removeHoliday :: Calendar -> Day -> IO ()
- holidays :: Calendar -> Day -> Day -> Bool -> IO [Day]
- data BusinessDayConvention
Documentation
data JointCalendarRule #
Constructors
| JoinHolidays | |
| JoinBusinessDays |
Instances
| Enum JointCalendarRule # | |
Defined in QuantLib.Internal.CalendarEnum Methods succ :: JointCalendarRule -> JointCalendarRule # pred :: JointCalendarRule -> JointCalendarRule # toEnum :: Int -> JointCalendarRule # fromEnum :: JointCalendarRule -> Int # enumFrom :: JointCalendarRule -> [JointCalendarRule] # enumFromThen :: JointCalendarRule -> JointCalendarRule -> [JointCalendarRule] # enumFromTo :: JointCalendarRule -> JointCalendarRule -> [JointCalendarRule] # enumFromThenTo :: JointCalendarRule -> JointCalendarRule -> JointCalendarRule -> [JointCalendarRule] # | |
| Show JointCalendarRule # | |
Defined in QuantLib.Internal.CalendarEnum Methods showsPrec :: Int -> JointCalendarRule -> ShowS # show :: JointCalendarRule -> String # showList :: [JointCalendarRule] -> ShowS # | |
| Eq JointCalendarRule # | |
Defined in QuantLib.Internal.CalendarEnum Methods (==) :: JointCalendarRule -> JointCalendarRule -> Bool # (/=) :: JointCalendarRule -> JointCalendarRule -> Bool # | |
data CalendarConstructor #
Constructors
Instances
| Show CalendarConstructor # | |
Defined in QuantLib.Internal.CalendarEnum Methods showsPrec :: Int -> CalendarConstructor -> ShowS # show :: CalendarConstructor -> String # showList :: [CalendarConstructor] -> ShowS # | |
| Eq CalendarConstructor # | |
Defined in QuantLib.Internal.CalendarEnum Methods (==) :: CalendarConstructor -> CalendarConstructor -> Bool # (/=) :: CalendarConstructor -> CalendarConstructor -> Bool # | |
calendar :: CalendarConstructor -> IO Calendar #
adjust :: Calendar -> Day -> BusinessDayConvention -> IO Day #
Adjusts a non-business day to the appropriate near business day with respect to the given convention
Advances the given date of the given number of business days and returns the result using business day convention and the EOM flag
Adds a date to the set of holidays for the given calendar.
addHoliday :: Calendar -> Day -> IO () #
Calculates the number of business days between two given dates and returns the result.
endOfMonth :: Calendar -> Day -> IO Day #
last business day of the month to which the given date belongs
Returns true iff the date is a business day for the given market.
isBusinessDay :: Calendar -> Day -> IO Bool #
Returns true iff the date is last business day for the month in given market.
isEndOfMonth :: Calendar -> Day -> IO Bool #
Returns true iff the date is a holiday for the given market.
isHoliday :: Calendar -> Day -> IO Bool #
Returns true iff the weekday is part of the weekend for the given market.
isWeekend :: Calendar -> Weekday -> IO Bool #
Removes a date from the set of holidays for the given calendar.
removeHoliday :: Calendar -> Day -> IO () #
Returns the holidays between two dates.
data BusinessDayConvention #
Constructors
| Following | |
| ModifiedFollowing | |
| Preceding | |
| ModifiedPreceding | |
| Unadjusted | |
| HalfMonthModifiedFollowing | |
| Nearest |