Class BespokeCalendar

Namespace

NanoQL.Time

Assembly

NanoQL.dll

Bespoke calendar.

public sealed class BespokeCalendar : Calendar, IEquatable<Calendar>

Inheritance

object

Calendar

BespokeCalendar

Implements

IEquatable<Calendar>

Inherited Members

Calendar.IsBusinessDay(Date)

Calendar.IsHoliday(Date)

Calendar.IsStartOfMonth(Date)

Calendar.StartOfMonth(Date)

Calendar.IsEndOfMonth(Date)

Calendar.EndOfMonth(Date)

Calendar.AddHoliday(Date)

Calendar.RemoveHoliday(Date)

Calendar.ResetAddedAndRemovedHolidays()

Calendar.HolidayList(Date, Date, bool)

Calendar.BusinessDayList(Date, Date)

Calendar.Adjust(Date, BusinessDayConvention)

Calendar.Advance(Date, int, TimeUnit, BusinessDayConvention, bool)

Calendar.Advance(Date, Period, BusinessDayConvention, bool)

Calendar.BusinessDaysBetween(Date, Date, bool, bool)

Calendar.Equals(object)

Calendar.ToString()

Calendar.AddedHolidays

Calendar.RemovedHolidays

object.GetType()

object.Equals(object, object)

object.ReferenceEquals(object, object)

Remarks

This calendar has no predefined set of business days. Holidays and weekend days are defined by means of the provided interface: AddWeekend(Weekday), AddHoliday(Date) and RemoveHoliday(Date), each returning a modified copy. In QuantLib, copies of a bespoke calendar stay linked to the original, and an edit changes them all.

Two bespoke calendars are equal when they have the same name, the same weekend, the same added holidays that fall on a working weekday, and the same removed holidays; QuantLib compares their names alone, so that "different bespoke calendars created with the same name (or different bespoke calendars created with no name) will compare as equal" (bespokecalendar.hpp:55-58). A holiday added before its weekday became a weekend day stays in AddedHolidays, as QuantLib records it, but doesn't count: the calendar equals one rebuilt with its weekend first and its holidays after, whatever the order of the edits.

Constructors

BespokeCalendar(string)

Initializes a new instance of the BespokeCalendar class with no weekend and no holidays.

public BespokeCalendar(string name = "")

Parameters

name string

The calendar's name.

Exceptions

ArgumentNullException

name is null.

Properties

Name

Gets the calendar's name, used for output and comparison; not meant for switch-on-type code.

public override string Name { get; }

Property Value

string

Methods

AddWeekend(Weekday)

A copy of the calendar with the weekday marked as part of the weekend.

public BespokeCalendar AddWeekend(Weekday w)

Parameters

w Weekday

The weekday.

Returns

BespokeCalendar

The modified copy; the receiver is unchanged.

Exceptions

ArgumentOutOfRangeException

The weekday isn't a member of the enum.

Equals(Calendar?)

Whether the calendar equals another: a bespoke calendar with the same name, weekend, added holidays on working weekdays and removed holidays.

public override bool Equals(Calendar? other)

Parameters

other Calendar

The other calendar.

Returns

bool

true when equal.

GetHashCode()

public override int GetHashCode()

Returns

int

IsBusinessDayCore(Date)

Whether the date is a business day by the calendar's own rules, before added and removed holidays.

protected override bool IsBusinessDayCore(Date date)

Parameters

date Date

Returns

bool

true for a business day.

IsWeekend(Weekday)

Whether the weekday is part of the weekend for the given market.

public override bool IsWeekend(Weekday w)

Parameters

w Weekday

The weekday.

Returns

bool

true for a weekend day.