QuantLib_JointCalendar man page

JointCalendar — Joint calendar.

Synopsis

#include <ql/time/calendars/jointcalendar.hpp>

Inherits Calendar.

Public Member Functions

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)

Additional Inherited Members

Detailed Description

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.

Tests

the correctness of the returned results is tested by reproducing the calculations.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

JointCalendar(3) is an alias of QuantLib_JointCalendar(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib