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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib