| Safe Haskell | None |
|---|---|
| Language | Haskell2010 |
QuantLib.Time.Calendar
Synopsis
- data Calendar
- data CalendarConstructor
- = Argentina
- | AustraliaSettlement
- | AustraliaASX
- | 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
- | IsraelSHIR
- | IsraelTelbor
- | ItalySettlement
- | ItalyExchange
- | Japan
- | Mexico
- | NewZealandWellington
- | NewZealandAuckland
- | Norway
- | Null
- | PolandSettlement
- | PolandWSE
- | 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
- | UnitedStatesSOFR
- | WeekendsOnly
- | Chile
- | Croatia
- | Malta
- | Montenegro
- | NorthMacedonia
- | Serbia
- | Slovenia
- | Uzbekistan
- | Bespoke !String ![Weekday]
- | Joint2 !Calendar !Calendar !JointCalendarRule
- | Joint3 !Calendar !Calendar !Calendar !JointCalendarRule
- | Joint4 !Calendar !Calendar !Calendar !Calendar !JointCalendarRule
- data JointCalendarRule
- data BusinessDayConvention
- calendar :: CalendarConstructor -> IO Calendar
- addHoliday :: Calendar -> Day -> IO ()
- removeHoliday :: Calendar -> Day -> IO ()
- adjust :: Calendar -> Day -> BusinessDayConvention -> IO Day
- advance :: Calendar -> Day -> (Int, TimeUnit) -> BusinessDayConvention -> Bool -> IO Day
- 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
- holidays :: Calendar -> Day -> Day -> Bool -> IO [Day]
Types
data CalendarConstructor Source #
Constructors
Instances
| Read CalendarConstructor Source # | |
Defined in QuantLib.Time.Calendar Methods readsPrec :: Int -> ReadS CalendarConstructor # readList :: ReadS [CalendarConstructor] # | |
| Show CalendarConstructor Source # | |
Defined in QuantLib.Internal.CalendarEnum Methods showsPrec :: Int -> CalendarConstructor -> ShowS # show :: CalendarConstructor -> String # showList :: [CalendarConstructor] -> ShowS # | |
| Eq CalendarConstructor Source # | |
Defined in QuantLib.Internal.CalendarEnum Methods (==) :: CalendarConstructor -> CalendarConstructor -> Bool # (/=) :: CalendarConstructor -> CalendarConstructor -> Bool # | |
data JointCalendarRule Source #
Constructors
| JoinHolidays | |
| JoinBusinessDays |
Instances
data BusinessDayConvention Source #
Constructors
| Following | |
| ModifiedFollowing | |
| Preceding | |
| ModifiedPreceding | |
| Unadjusted | |
| HalfMonthModifiedFollowing | |
| Nearest |
Instances
Constructors
Mutators
addHoliday :: Calendar -> Day -> IO () Source #
Adds a date to the set of holidays for the given calendar.
removeHoliday :: Calendar -> Day -> IO () Source #
Removes a date from the set of holidays for the given calendar.
Inspectors
adjust :: Calendar -> Day -> BusinessDayConvention -> IO Day Source #
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
Calculates the number of business days between two given dates and returns the result.
endOfMonth :: Calendar -> Day -> IO Day Source #
last business day of the month to which the given date belongs
isBusinessDay :: Calendar -> Day -> IO Bool Source #
Returns true iff the date is a business day for the given market.
isEndOfMonth :: Calendar -> Day -> IO Bool Source #
Returns true iff the date is last business day for the month in given market.
isHoliday :: Calendar -> Day -> IO Bool Source #
Returns true iff the date is a holiday for the given market.
isWeekend :: Calendar -> Weekday -> IO Bool Source #
Returns true iff the weekday is part of the weekend for the given market.
Returns the holidays between two dates.