/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2003 RiskMap srl This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email . The license is also available online at . This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ /*! \file jointcalendar.hpp \brief Joint calendar */ #ifndef quantlib_joint_calendar_h #define quantlib_joint_calendar_h #include namespace QuantLib { //! rules for joining calendars enum JointCalendarRule { JoinHolidays, /*!< A date is a holiday for the joint calendar if it is a holiday for any of the given calendars */ JoinBusinessDays /*!< A date is a business day for the joint calendar if it is a business day for any of the given calendars */ }; //! Joint calendar /*! Depending on the chosen rule, this calendar has a set of business days given by either the union or the intersection of the sets of business days of the given calendars. \ingroup calendars \test the correctness of the returned results is tested by reproducing the calculations. */ class JointCalendar : public Calendar { private: class Impl : public Calendar::Impl { public: Impl(const Calendar&, const Calendar&, JointCalendarRule); Impl(const Calendar&, const Calendar&, const Calendar&, JointCalendarRule); Impl(const Calendar&, const Calendar&, const Calendar&, const Calendar&, JointCalendarRule); std::string name() const; bool isWeekend(Weekday) const; bool isBusinessDay(const Date&) const; private: JointCalendarRule rule_; std::vector calendars_; }; public: JointCalendar(const Calendar&, const Calendar&, JointCalendarRule = JoinHolidays); JointCalendar(const Calendar&, const Calendar&, const Calendar&, JointCalendarRule = JoinHolidays); JointCalendar(const Calendar&, const Calendar&, const Calendar&, const Calendar&, JointCalendarRule = JoinHolidays); }; } #endif