| Safe Haskell | Safe |
|---|---|
| Language | Haskell2010 |
QuantLib.Time
- data BusinessDayConvention
- data WeekDay
- type Date = Day
- class Holiday m where
- getWeekDay :: Date -> WeekDay
- getDaysBetween :: (Day, Day) -> [Day]
- isWeekEnd :: Date -> Bool
- getNextBusinessDay :: Holiday a => a -> Date -> Date
- class DayCounter m where
- data Thirty360
- intGregorian :: Day -> (Int, Int, Int)
Documentation
data BusinessDayConvention Source #
Business Day conventions - These conventions specify the algorithm used to adjust a date in case it is not a valid business day.
Constructors
| Following | |
| ModifiedFollowing | |
| Preceding | |
| ModifiedPreceding | |
| Unadjusted |
Week days
class Holiday m where Source #
Defines a holidays for given calendar. Corresponds to calendar class in QuantLib
Minimal complete definition
getWeekDay :: Date -> WeekDay Source #
Gets a week day
class DayCounter m where Source #
Day counter type class
Minimal complete definition
Methods
dcName :: m -> String Source #
Name of day counter
dcCount :: m -> Date -> Date -> Int Source #
Number of business days inbetween
dcYearFraction :: m -> Date -> Date -> Double Source #
Year fraction
Instances