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
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
Defines a holidays for given calendar. Corresponds to calendar class in QuantLib
getWeekDay :: Date -> WeekDaySource
Gets a week day
getDaysBetween :: (Day, Day) -> [Day]Source
Generate a list of all dates inbetween
getNextBusinessDay :: Holiday a => a -> Date -> DateSource
Gets the next working day
class DayCounter m whereSource
Day counter type class
Methods
Name of day counter
dcCount :: m -> Date -> Date -> IntSource
Number of business days inbetween
dcYearFraction :: m -> Date -> Date -> DoubleSource
Year fraction
Instances