| Safe Haskell | Safe |
|---|---|
| Language | Haskell2010 |
QuantLib.Time
Synopsis
- class Holiday m where
- type Date = Day
- data WeekDay
- data BusinessDayConvention
- getWeekDay :: Date -> WeekDay
- getDaysBetween :: (Day, Day) -> [Day]
- isWeekEnd :: Date -> Bool
- getNextBusinessDay :: Holiday a => a -> Date -> Date
- data Thirty360
- class DayCounter m where
- intGregorian :: Day -> (Int, Int, Int)
Documentation
Defines a holidays for given calendar. Corresponds to calendar class in QuantLib
Minimal complete definition
Week days
data BusinessDayConvention #
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
getWeekDay :: Date -> WeekDay #
Gets a week day
getDaysBetween :: (Day, Day) -> [Day] #
Generate a list of all dates inbetween
getNextBusinessDay :: Holiday a => a -> Date -> Date #
Gets the next working day
Thirty day counters as in QuantLib
Constructors
| ThirtyUSA | |
| ThirtyEuropean | |
| ThirtyItalian |