HQu-0.0.0.3: quantitative finance library

Safe Haskell	None
Language	Haskell2010

Q.Time.Date

Synopsis

class Calendar m where
- isHoliday :: m -> (Integer, Int, Int) -> Bool
- isWeekend :: m -> Day -> Bool
- isBusinessDay :: m -> Day -> Bool
- hBusinessDayBetween :: m -> (Day, Day) -> Int
- hNextBusinessDay :: m -> Day -> Day

Documentation

class Calendar m where Source #

Defines a holidays for given calendar. Corresponds to calendar class in QuantLib

Minimal complete definition

isHoliday, isWeekend

Methods

isHoliday :: m -> (Integer, Int, Int) -> Bool Source #

isWeekend :: m -> Day -> Bool Source #

isBusinessDay :: m -> Day -> Bool Source #

hBusinessDayBetween :: m -> (Day, Day) -> Int Source #

hNextBusinessDay :: m -> Day -> Day Source #