Module net.finmath.lib
Package net.finmath.time.businessdaycalendar
Provides business day calendars, e.g., as used in date roll conventions.
- Author:
- Christian Fries
-
Interface Summary Interface Description BusinessdayCalendar -
Class Summary Class Description AbstractBusinessdayCalendar Base class for all business day calendars.BusinessdayCalendarAny A business day calendar, where every day is a business day.BusinessdayCalendarExcludingGivenHolidays An abstract base class for a business day calendar, where every day is a business day, except weekends days provided by aSet
provided by the methodgetHolidays
.BusinessdayCalendarExcludingGivenSetOfHolidays A class for a business day calendar, where every day is a business day, except weekends days provided by aSet
.BusinessdayCalendarExcludingLONHolidays A business day calendar, where every day is a business day, except for weekends and London holidaysBusinessdayCalendarExcludingNYCHolidays A business day calendar, where every day is a business day, except for weekends and New York holidaysBusinessdayCalendarExcludingTARGETHolidays A business day calendar, where every day is a business day, expect the TARGET holidays.BusinessdayCalendarExcludingWeekends A business day calendar, where every day is a business day, expect SATURDAY and SUNDAY. -
Enum Summary Enum Description BusinessdayCalendar.DateOffsetUnit BusinessdayCalendar.DateRollConvention