Safe Haskell | Safe |
---|---|
Language | Haskell2010 |
Synopsis
- class Holiday m where
- type Date = Day
- data WeekDay
- data BusinessDayConvention
- getWeekDay :: Date -> WeekDay
- getDaysBetween :: (Day, Day) -> [Day]
- isWeekEnd :: Date -> Bool
- getNextBusinessDay :: Holiday a => a -> Date -> Date
Documentation
class Holiday m where Source #
Defines a holidays for given calendar. Corresponds to calendar class in QuantLib
Week days
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.
Instances
getWeekDay :: Date -> WeekDay Source #
Gets a week day