Safe Haskell	None
Language	Haskell2010

QuantLib.Time.Date

Contents

Types
Constructors
- Bounds and current date
- Months
Mutators
Inspectors

Synopsis

data Day
data Month
- = January
- | Jan
- | February
- | Feb
- | March
- | Mar
- | April
- | Apr
- | May
- | June
- | Jun
- | July
- | Jul
- | August
- | Aug
- | September
- | Sep
- | October
- | Oct
- | November
- | Nov
- | December
- | Dec
data Weekday
- = Sunday
- | Sun
- | Monday
- | Mon
- | Tuesday
- | Tue
- | Wednesday
- | Wed
- | Thursday
- | Thu
- | Friday
- | Fri
- | Saturday
- | Sat
data ImmMonth
- = F
- | G
- | H
- | J
- | K
- | M
- | N
- | Q
- | U
- | V
- | X
- | Z
minDate :: Day
maxDate :: Day
today :: IO Day
january :: Int -> Int -> Day
february :: Int -> Int -> Day
march :: Int -> Int -> Day
april :: Int -> Int -> Day
may :: Int -> Int -> Day
june :: Int -> Int -> Day
july :: Int -> Int -> Day
august :: Int -> Int -> Day
september :: Int -> Int -> Day
october :: Int -> Int -> Day
november :: Int -> Int -> Day
december :: Int -> Int -> Day
addEcbDate :: Day -> IO ()
removeEcbDate :: Day -> IO ()
endOfMonth :: Day -> IO Day
nextWeekday :: Day -> Weekday -> IO Day
nthWeekday :: Word -> Weekday -> Month -> Int -> IO Day
addPeriod :: Day -> (Int, TimeUnit) -> IO Day
immCode :: Day -> IO String
immDate :: String -> Day -> IO Day
nextImmCode :: Day -> Bool -> IO String
nextImmCodeFromCode :: String -> Bool -> Day -> IO String
nextImmDate :: Day -> Bool -> IO Day
nextImmDateFromCode :: String -> Bool -> Day -> IO Day
ecbCode :: Day -> IO String
ecbDateFromCode :: String -> Maybe Day -> IO Day
ecbDate :: Month -> Int -> IO Day
nextEcbCodeFromCode :: String -> IO String
nextEcbCode :: Maybe Day -> IO String
nextEcbDateFromCode :: String -> Maybe Day -> IO Day
nextEcbDate :: Maybe Day -> IO Day
nextEcbDatesFromCode :: String -> Maybe Day -> IO [Day]
nextEcbDates :: Maybe Day -> IO [Day]
isLeap :: Day -> Bool
year :: Day -> Int
month :: Day -> Month
weekday :: Day -> IO Weekday
dayOfYear :: Day -> IO Int
isEndOfMonth :: Day -> IO Bool
isImmCode :: String -> Bool -> Bool
isImmDate :: Day -> Bool -> IO Bool
isEcbCode :: String -> IO Bool
isEcbDate :: Day -> IO Bool
knownEcbDates :: IO [Day]

Types

data Day #

The Modified Julian Day is a standard count of days, with zero being the day 1858-11-17.

Instances

Instances details

NFData Day
Instance details Defined in Data.Time.Calendar.Days Methods rnf :: Day -> () #
Data Day
Instance details Defined in Data.Time.Calendar.Days Methods gfoldl :: (forall d b. Data d => c (d -> b) -> d -> c b) -> (forall g. g -> c g) -> Day -> c Day # gunfold :: (forall b r. Data b => c (b -> r) -> c r) -> (forall r. r -> c r) -> Constr -> c Day # toConstr :: Day -> Constr # dataTypeOf :: Day -> DataType # dataCast1 :: Typeable t => (forall d. Data d => c (t d)) -> Maybe (c Day) # dataCast2 :: Typeable t => (forall d e. (Data d, Data e) => c (t d e)) -> Maybe (c Day) # gmapT :: (forall b. Data b => b -> b) -> Day -> Day # gmapQl :: (r -> r' -> r) -> r -> (forall d. Data d => d -> r') -> Day -> r # gmapQr :: forall r r'. (r' -> r -> r) -> r -> (forall d. Data d => d -> r') -> Day -> r # gmapQ :: (forall d. Data d => d -> u) -> Day -> [u] # gmapQi :: Int -> (forall d. Data d => d -> u) -> Day -> u # gmapM :: Monad m => (forall d. Data d => d -> m d) -> Day -> m Day # gmapMp :: MonadPlus m => (forall d. Data d => d -> m d) -> Day -> m Day # gmapMo :: MonadPlus m => (forall d. Data d => d -> m d) -> Day -> m Day #
Enum Day
Instance details Defined in Data.Time.Calendar.Days Methods succ :: Day -> Day # pred :: Day -> Day # toEnum :: Int -> Day # fromEnum :: Day -> Int # enumFrom :: Day -> [Day] # enumFromThen :: Day -> Day -> [Day] # enumFromTo :: Day -> Day -> [Day] # enumFromThenTo :: Day -> Day -> Day -> [Day] #
Ix Day
Instance details Defined in Data.Time.Calendar.Days Methods range :: (Day, Day) -> [Day] # index :: (Day, Day) -> Day -> Int # unsafeIndex :: (Day, Day) -> Day -> Int # inRange :: (Day, Day) -> Day -> Bool # rangeSize :: (Day, Day) -> Int # unsafeRangeSize :: (Day, Day) -> Int #
Read Day
Instance details Defined in Data.Time.Format.Parse Methods readsPrec :: Int -> ReadS Day # readList :: ReadS [Day] # readPrec :: ReadPrec Day # readListPrec :: ReadPrec [Day] #
Show Day
Instance details Defined in Data.Time.Calendar.Gregorian Methods showsPrec :: Int -> Day -> ShowS # show :: Day -> String # showList :: [Day] -> ShowS #
Eq Day
Instance details Defined in Data.Time.Calendar.Days Methods (==) :: Day -> Day -> Bool # (/=) :: Day -> Day -> Bool #
Ord Day
Instance details Defined in Data.Time.Calendar.Days Methods compare :: Day -> Day -> Ordering # (<) :: Day -> Day -> Bool # (<=) :: Day -> Day -> Bool # (>) :: Day -> Day -> Bool # (>=) :: Day -> Day -> Bool # max :: Day -> Day -> Day # min :: Day -> Day -> Day #
DayPeriod Day
Instance details Defined in Data.Time.Calendar.Days Methods periodFirstDay :: Day -> Day # periodLastDay :: Day -> Day # dayPeriod :: Day -> Day #
FormatTime Day
Instance details Defined in Data.Time.Format.Format.Instances Methods formatCharacter :: Bool -> Char -> Maybe (FormatOptions -> Day -> String) #
ISO8601 Day	`yyyy-mm-dd` (ISO 8601:2004(E) sec. 4.1.2.2 extended format)
Instance details Defined in Data.Time.Format.ISO8601 Methods iso8601Format :: Format Day #
ParseTime Day
Instance details Defined in Data.Time.Format.Parse.Instances Methods substituteTimeSpecifier :: Proxy Day -> TimeLocale -> Char -> Maybe String # parseTimeSpecifier :: Proxy Day -> TimeLocale -> Maybe ParseNumericPadding -> Char -> ReadP String # buildTime :: TimeLocale -> [(Char, String)] -> Maybe Day #

data Month Source #

returns TRUE if the given date's year is leap

Constructors

January
Jan
February
Feb
March
Mar
April
Apr
May
June
Jun
July
Jul
August
Aug
September
Sep
October
Oct
November
Nov
December
Dec

Instances

Instances details

Bounded Month Source #
Instance details Defined in QuantLib.Time.Date Methods minBound :: Month # maxBound :: Month #
Enum Month Source #
Instance details Defined in QuantLib.Time.Date Methods succ :: Month -> Month # pred :: Month -> Month # toEnum :: Int -> Month # fromEnum :: Month -> Int # enumFrom :: Month -> [Month] # enumFromThen :: Month -> Month -> [Month] # enumFromTo :: Month -> Month -> [Month] # enumFromThenTo :: Month -> Month -> Month -> [Month] #
Read Month Source #
Instance details Defined in QuantLib.Time.Date Methods readsPrec :: Int -> ReadS Month # readList :: ReadS [Month] # readPrec :: ReadPrec Month # readListPrec :: ReadPrec [Month] #
Show Month Source #
Instance details Defined in QuantLib.Time.Date Methods showsPrec :: Int -> Month -> ShowS # show :: Month -> String # showList :: [Month] -> ShowS #
Eq Month Source #
Instance details Defined in QuantLib.Time.Date Methods (==) :: Month -> Month -> Bool # (/=) :: Month -> Month -> Bool #
Ord Month Source #
Instance details Defined in QuantLib.Time.Date Methods compare :: Month -> Month -> Ordering # (<) :: Month -> Month -> Bool # (<=) :: Month -> Month -> Bool # (>) :: Month -> Month -> Bool # (>=) :: Month -> Month -> Bool # max :: Month -> Month -> Month # min :: Month -> Month -> Month #

data Weekday Source #

Constructors

Sunday
Sun
Monday
Mon
Tuesday
Tue
Wednesday
Wed
Thursday
Thu
Friday
Fri
Saturday
Sat

Instances

Instances details

Bounded Weekday Source #
Instance details Defined in QuantLib.Time.Date Methods minBound :: Weekday # maxBound :: Weekday #
Enum Weekday Source #
Instance details Defined in QuantLib.Time.Date Methods succ :: Weekday -> Weekday # pred :: Weekday -> Weekday # toEnum :: Int -> Weekday # fromEnum :: Weekday -> Int # enumFrom :: Weekday -> [Weekday] # enumFromThen :: Weekday -> Weekday -> [Weekday] # enumFromTo :: Weekday -> Weekday -> [Weekday] # enumFromThenTo :: Weekday -> Weekday -> Weekday -> [Weekday] #
Read Weekday Source #
Instance details Defined in QuantLib.Time.Date Methods readsPrec :: Int -> ReadS Weekday # readList :: ReadS [Weekday] # readPrec :: ReadPrec Weekday # readListPrec :: ReadPrec [Weekday] #
Show Weekday Source #
Instance details Defined in QuantLib.Time.Date Methods showsPrec :: Int -> Weekday -> ShowS # show :: Weekday -> String # showList :: [Weekday] -> ShowS #
Eq Weekday Source #
Instance details Defined in QuantLib.Time.Date Methods (==) :: Weekday -> Weekday -> Bool # (/=) :: Weekday -> Weekday -> Bool #
Ord Weekday Source #
Instance details Defined in QuantLib.Time.Date Methods compare :: Weekday -> Weekday -> Ordering # (<) :: Weekday -> Weekday -> Bool # (<=) :: Weekday -> Weekday -> Bool # (>) :: Weekday -> Weekday -> Bool # (>=) :: Weekday -> Weekday -> Bool # max :: Weekday -> Weekday -> Weekday # min :: Weekday -> Weekday -> Weekday #

data ImmMonth Source #

Constructors

F
G
H
J
K
M
N
Q
U
V
X
Z

Instances

Instances details

Bounded ImmMonth Source #
Instance details Defined in QuantLib.Time.Date Methods minBound :: ImmMonth # maxBound :: ImmMonth #
Enum ImmMonth Source #
Instance details Defined in QuantLib.Time.Date Methods succ :: ImmMonth -> ImmMonth # pred :: ImmMonth -> ImmMonth # toEnum :: Int -> ImmMonth # fromEnum :: ImmMonth -> Int # enumFrom :: ImmMonth -> [ImmMonth] # enumFromThen :: ImmMonth -> ImmMonth -> [ImmMonth] # enumFromTo :: ImmMonth -> ImmMonth -> [ImmMonth] # enumFromThenTo :: ImmMonth -> ImmMonth -> ImmMonth -> [ImmMonth] #
Read ImmMonth Source #
Instance details Defined in QuantLib.Time.Date Methods readsPrec :: Int -> ReadS ImmMonth # readList :: ReadS [ImmMonth] # readPrec :: ReadPrec ImmMonth # readListPrec :: ReadPrec [ImmMonth] #
Show ImmMonth Source #
Instance details Defined in QuantLib.Time.Date Methods showsPrec :: Int -> ImmMonth -> ShowS # show :: ImmMonth -> String # showList :: [ImmMonth] -> ShowS #
Eq ImmMonth Source #
Instance details Defined in QuantLib.Time.Date Methods (==) :: ImmMonth -> ImmMonth -> Bool # (/=) :: ImmMonth -> ImmMonth -> Bool #
Ord ImmMonth Source #
Instance details Defined in QuantLib.Time.Date Methods compare :: ImmMonth -> ImmMonth -> Ordering # (<) :: ImmMonth -> ImmMonth -> Bool # (<=) :: ImmMonth -> ImmMonth -> Bool # (>) :: ImmMonth -> ImmMonth -> Bool # (>=) :: ImmMonth -> ImmMonth -> Bool # max :: ImmMonth -> ImmMonth -> ImmMonth # min :: ImmMonth -> ImmMonth -> ImmMonth #

Constructors

Bounds and current date

minDate :: Day Source #

earliest allowed date in QuantLib

maxDate :: Day Source #

latest date allowed in QuantLib

today :: IO Day Source #

Months

january :: Int -> Int -> Day Source #

helper function that is convenient for use as an infix operator

february :: Int -> Int -> Day Source #

march :: Int -> Int -> Day Source #

april :: Int -> Int -> Day Source #

may :: Int -> Int -> Day Source #

june :: Int -> Int -> Day Source #

july :: Int -> Int -> Day Source #

august :: Int -> Int -> Day Source #

september :: Int -> Int -> Day Source #

october :: Int -> Int -> Day Source #

november :: Int -> Int -> Day Source #

december :: Int -> Int -> Day Source #

Mutators

addEcbDate :: Day -> IO () Source #

adds a date to the set of known ECB maintenance period start dates

removeEcbDate :: Day -> IO () Source #

removes a date from the set of known ECB maintenance period start dates

Inspectors

Date arithmetic

endOfMonth :: Day -> IO Day Source #

last day of the month to which the given date belongs

nextWeekday :: Day -> Weekday -> IO Day Source #

next given weekday following or equal to the given date E.g., the Friday following Tuesday, January 15th, 2002 was January 18th, 2002.see http://www.cpearson.com/excel/DateTimeWS.htm

nthWeekday :: Word -> Weekday -> Month -> Int -> IO Day Source #

n-th given weekday in the given month and year E.g., the 4th Thursday of March, 1998 was March 26th, 1998.see http://www.cpearson.com/excel/DateTimeWS.htm Warning It raises an exception unless the n-th falls in 1..5

addPeriod :: Day -> (Int, TimeUnit) -> IO Day Source #

the given date advanced by a period

IMM dates and codes

immCode :: Day -> IO String Source #

returns the IMM code for the given date (e.g. H3 for March 20th, 2013). Warning It raises an exception if the input date is not an IMM date

immDate :: String -> Day -> IO Day Source #

returns the IMM date for the given IMM code (e.g. March 20th, 2013 for H3). Warning It raises an exception if the input string is not an IMM code

nextImmCode Source #

Arguments

:: Day
-> Bool	mainCycle
-> IO String

next IMM code following the given date returns the IMM code for next contract listed in the International Money Market section of the Chicago Mercantile Exchange.

nextImmCodeFromCode Source #

Arguments

:: String
-> Bool	mainCycle
-> Day
-> IO String

next IMM code following the given code returns the IMM code for next contract listed in the International Money Market section of the Chicago Mercantile Exchange.

nextImmDate Source #

Arguments

:: Day
-> Bool	mainCycle
-> IO Day

next IMM date following the given date returns the 1st delivery date for next contract listed in the International Money Market section of the Chicago Mercantile Exchange.

nextImmDateFromCode Source #

Arguments

:: String
-> Bool	mainCycle
-> Day	referenceDate
-> IO Day

next IMM date following the given IMM code returns the 1st delivery date for next contract listed in the International Money Market section of the Chicago Mercantile Exchange.