QuantLib.Time

Documentation

class Holiday m where

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

Minimal complete definition

isHoliday

Methods

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

isBusinessDay :: m -> Date -> Bool

hBusinessDayBetween :: m -> (Date, Date) -> Int

type Date = Day

Date

data WeekDay

Week days

Constructors

Monday

Tuesday

Wednesday

Thursday

Friday

Saturday

Sunday

Instances

Enum WeekDay

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]

Eq WeekDay

Defined in QuantLib.Time.Date

Methods

(==) :: WeekDay -> WeekDay -> Bool

(/=) :: WeekDay -> WeekDay -> Bool

Show WeekDay

Defined in QuantLib.Time.Date

Methods

showsPrec :: Int -> WeekDay -> ShowS

show :: WeekDay -> String

showList :: [WeekDay] -> ShowS

data BusinessDayConvention

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

Instances

Enum BusinessDayConvention

Defined in QuantLib.Time.Date

Methods

succ :: BusinessDayConvention -> BusinessDayConvention

pred :: BusinessDayConvention -> BusinessDayConvention

toEnum :: Int -> BusinessDayConvention

fromEnum :: BusinessDayConvention -> Int

enumFrom :: BusinessDayConvention -> [BusinessDayConvention]

enumFromThen :: BusinessDayConvention -> BusinessDayConvention -> [BusinessDayConvention]

enumFromTo :: BusinessDayConvention -> BusinessDayConvention -> [BusinessDayConvention]

enumFromThenTo :: BusinessDayConvention -> BusinessDayConvention -> BusinessDayConvention -> [BusinessDayConvention]

Eq BusinessDayConvention

Defined in QuantLib.Time.Date

Methods

(==) :: BusinessDayConvention -> BusinessDayConvention -> Bool

(/=) :: BusinessDayConvention -> BusinessDayConvention -> Bool

Show BusinessDayConvention

Defined in QuantLib.Time.Date

Methods

showsPrec :: Int -> BusinessDayConvention -> ShowS

show :: BusinessDayConvention -> String

showList :: [BusinessDayConvention] -> ShowS

getWeekDay :: Date -> WeekDay

Gets a week day

getDaysBetween :: (Day, Day) -> [Day]

Generate a list of all dates inbetween

isWeekEnd :: Date -> Bool

Checks if the day is a weekend, i.e. Saturday or Sunday

getNextBusinessDay :: Holiday a => a -> Date -> Date

Gets the next working day

data Thirty360

Thirty day counters as in QuantLib

Constructors

ThirtyUSA

ThirtyEuropean

ThirtyItalian

Instances

DayCounter Thirty360

Defined in QuantLib.Time.DayCounter

Methods

dcName :: Thirty360 -> String

dcCount :: Thirty360 -> Date -> Date -> Int

dcYearFraction :: Thirty360 -> Date -> Date -> Double

class DayCounter m where

Day counter type class

Methods

dcName :: m -> String

Name of day counter

dcCount :: m -> Date -> Date -> Int

Number of business days inbetween

dcYearFraction :: m -> Date -> Date -> Double

Year fraction

Instances

DayCounter Thirty360

Defined in QuantLib.Time.DayCounter

Methods

dcName :: Thirty360 -> String

dcCount :: Thirty360 -> Date -> Date -> Int

dcYearFraction :: Thirty360 -> Date -> Date -> Double

intGregorian :: Day -> (Int, Int, Int)