QuantLib_WeekendsOnly man page

WeekendsOnly — Weekends-only calendar.  

Synopsis

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

Inherits Calendar.

Additional Inherited Members

Detailed Description

Weekends-only calendar.

This calendar has no bank holidays except for weekends (Saturdays and Sundays) as required by ISDA for calculating conventional CDS spreads.

Examples: CDS.cpp.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Mon Apr 30 2018 Version 1.12.1 QuantLib