Safe Haskell	Safe-Inferred
Language	Haskell2010

QuantLib.Time.Date

Synopsis

class Holiday m where
- isHoliday :: m -> (Integer, Int, Int) -> Bool
- isBusinessDay :: m -> Date -> Bool
- hBusinessDayBetween :: m -> (Date, Date) -> Int
type Date = Day
data BusinessDayConvention
- = Following
- | ModifiedFollowing
- | Preceding
- | ModifiedPreceding
- | Unadjusted
getWeekDay :: Date -> DayOfWeek
getDaysBetween :: (Day, Day) -> [Day]
isWeekEnd :: Date -> Bool
getNextBusinessDay :: Holiday a => a -> Date -> Date
data DayOfWeek
- = Monday
- | Tuesday
- | Wednesday
- | Thursday
- | Friday
- | Saturday
- | Sunday

Documentation

class Holiday m where Source #

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

Minimal complete definition

isHoliday

Methods

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

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

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

type Date = Day Source #

Date

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

Instances

Instances details

Enum BusinessDayConvention Source #
Instance details 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] #
Show BusinessDayConvention Source #
Instance details Defined in QuantLib.Time.Date Methods showsPrec :: Int -> BusinessDayConvention -> ShowS # show :: BusinessDayConvention -> String # showList :: [BusinessDayConvention] -> ShowS #
Eq BusinessDayConvention Source #
Instance details Defined in QuantLib.Time.Date Methods (==) :: BusinessDayConvention -> BusinessDayConvention -> Bool # (/=) :: BusinessDayConvention -> BusinessDayConvention -> Bool #

getWeekDay :: Date -> DayOfWeek Source #

Gets a week day

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

Generate a list of all dates inbetween

isWeekEnd :: Date -> Bool Source #

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

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

Gets the next working day

data DayOfWeek #

Constructors

Monday
Tuesday
Wednesday
Thursday
Friday
Saturday
Sunday

Instances

Instances details

Data DayOfWeek
Instance details Defined in Data.Time.Calendar.Week Methods gfoldl :: (forall d b. Data d => c (d -> b) -> d -> c b) -> (forall g. g -> c g) -> DayOfWeek -> c DayOfWeek # gunfold :: (forall b r. Data b => c (b -> r) -> c r) -> (forall r. r -> c r) -> Constr -> c DayOfWeek # toConstr :: DayOfWeek -> Constr # dataTypeOf :: DayOfWeek -> DataType # dataCast1 :: Typeable t => (forall d. Data d => c (t d)) -> Maybe (c DayOfWeek) # dataCast2 :: Typeable t => (forall d e. (Data d, Data e) => c (t d e)) -> Maybe (c DayOfWeek) # gmapT :: (forall b. Data b => b -> b) -> DayOfWeek -> DayOfWeek # gmapQl :: (r -> r' -> r) -> r -> (forall d. Data d => d -> r') -> DayOfWeek -> r # gmapQr :: forall r r'. (r' -> r -> r) -> r -> (forall d. Data d => d -> r') -> DayOfWeek -> r # gmapQ :: (forall d. Data d => d -> u) -> DayOfWeek -> [u] # gmapQi :: Int -> (forall d. Data d => d -> u) -> DayOfWeek -> u # gmapM :: Monad m => (forall d. Data d => d -> m d) -> DayOfWeek -> m DayOfWeek # gmapMp :: MonadPlus m => (forall d. Data d => d -> m d) -> DayOfWeek -> m DayOfWeek # gmapMo :: MonadPlus m => (forall d. Data d => d -> m d) -> DayOfWeek -> m DayOfWeek #
Enum DayOfWeek	"Circular", so for example `[Tuesday ..]` gives an endless sequence. Also: `fromEnum` gives [1 .. 7] for [Monday .. Sunday], and `toEnum` performs mod 7 to give a cycle of days.
Instance details Defined in Data.Time.Calendar.Week Methods succ :: DayOfWeek -> DayOfWeek # pred :: DayOfWeek -> DayOfWeek # toEnum :: Int -> DayOfWeek # fromEnum :: DayOfWeek -> Int # enumFrom :: DayOfWeek -> [DayOfWeek] # enumFromThen :: DayOfWeek -> DayOfWeek -> [DayOfWeek] # enumFromTo :: DayOfWeek -> DayOfWeek -> [DayOfWeek] # enumFromThenTo :: DayOfWeek -> DayOfWeek -> DayOfWeek -> [DayOfWeek] #
Ix DayOfWeek
Instance details Defined in Data.Time.Calendar.Week Methods range :: (DayOfWeek, DayOfWeek) -> [DayOfWeek] # index :: (DayOfWeek, DayOfWeek) -> DayOfWeek -> Int # unsafeIndex :: (DayOfWeek, DayOfWeek) -> DayOfWeek -> Int # inRange :: (DayOfWeek, DayOfWeek) -> DayOfWeek -> Bool # rangeSize :: (DayOfWeek, DayOfWeek) -> Int # unsafeRangeSize :: (DayOfWeek, DayOfWeek) -> Int #
Read DayOfWeek
Instance details Defined in Data.Time.Calendar.Week Methods readsPrec :: Int -> ReadS DayOfWeek # readList :: ReadS [DayOfWeek] # readPrec :: ReadPrec DayOfWeek # readListPrec :: ReadPrec [DayOfWeek] #
Show DayOfWeek
Instance details Defined in Data.Time.Calendar.Week Methods showsPrec :: Int -> DayOfWeek -> ShowS # show :: DayOfWeek -> String # showList :: [DayOfWeek] -> ShowS #
NFData DayOfWeek
Instance details Defined in Data.Time.Calendar.Week Methods rnf :: DayOfWeek -> () #
Eq DayOfWeek
Instance details Defined in Data.Time.Calendar.Week Methods (==) :: DayOfWeek -> DayOfWeek -> Bool # (/=) :: DayOfWeek -> DayOfWeek -> Bool #
Ord DayOfWeek
Instance details Defined in Data.Time.Calendar.Week Methods compare :: DayOfWeek -> DayOfWeek -> Ordering # (<) :: DayOfWeek -> DayOfWeek -> Bool # (<=) :: DayOfWeek -> DayOfWeek -> Bool # (>) :: DayOfWeek -> DayOfWeek -> Bool # (>=) :: DayOfWeek -> DayOfWeek -> Bool # max :: DayOfWeek -> DayOfWeek -> DayOfWeek # min :: DayOfWeek -> DayOfWeek -> DayOfWeek #