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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a></div>
<h1>Calendar Class Reference<br>
<small>
[<a class="el" href="group__datetime.html">Date and time calculations</a>]</small>
</h1><!-- doxytag: class="QuantLib::Calendar" --><code>#include <ql/time/calendar.hpp></code>
<p>
Inherited by <a class="el" href="class_quant_lib_1_1_argentina.html">Argentina</a>, <a class="el" href="class_quant_lib_1_1_australia.html">Australia</a>, <a class="el" href="class_quant_lib_1_1_brazil.html">Brazil</a>, <a class="el" href="class_quant_lib_1_1_canada.html">Canada</a>, <a class="el" href="class_quant_lib_1_1_china.html">China</a>, <a class="el" href="class_quant_lib_1_1_czech_republic.html">CzechRepublic</a>, <a class="el" href="class_quant_lib_1_1_denmark.html">Denmark</a>, <a class="el" href="class_quant_lib_1_1_finland.html">Finland</a>, <a class="el" href="class_quant_lib_1_1_germany.html">Germany</a>, <a class="el" href="class_quant_lib_1_1_hong_kong.html">HongKong</a>, <a class="el" href="class_quant_lib_1_1_hungary.html">Hungary</a>, <a class="el" href="class_quant_lib_1_1_iceland.html">Iceland</a>, <a class="el" href="class_quant_lib_1_1_india.html">India</a>, <a class="el" href="class_quant_lib_1_1_indonesia.html">Indonesia</a>, <a class="el" href="class_quant_lib_1_1_italy.html">Italy</a>, <a class="el" href="class_quant_lib_1_1_japan.html">Japan</a>, <a class="el" href="class_quant_lib_1_1_joint_calendar.html">JointCalendar</a>, <a class="el" href="class_quant_lib_1_1_mexico.html">Mexico</a>, <a class="el" href="class_quant_lib_1_1_new_zealand.html">NewZealand</a>, <a class="el" href="class_quant_lib_1_1_norway.html">Norway</a>, <a class="el" href="class_quant_lib_1_1_null_calendar.html">NullCalendar</a>, <a class="el" href="class_quant_lib_1_1_poland.html">Poland</a>, <a class="el" href="class_quant_lib_1_1_saudi_arabia.html">SaudiArabia</a>, <a class="el" href="class_quant_lib_1_1_singapore.html">Singapore</a>, <a class="el" href="class_quant_lib_1_1_slovakia.html">Slovakia</a>, <a class="el" href="class_quant_lib_1_1_south_africa.html">SouthAfrica</a>, <a class="el" href="class_quant_lib_1_1_south_korea.html">SouthKorea</a>, <a class="el" href="class_quant_lib_1_1_sweden.html">Sweden</a>, <a class="el" href="class_quant_lib_1_1_switzerland.html">Switzerland</a>, <a class="el" href="class_quant_lib_1_1_taiwan.html">Taiwan</a>, <a class="el" href="class_quant_lib_1_1_t_a_r_g_e_t.html">TARGET</a>, <a class="el" href="class_quant_lib_1_1_turkey.html">Turkey</a>, <a class="el" href="class_quant_lib_1_1_ukraine.html">Ukraine</a>, <a class="el" href="class_quant_lib_1_1_united_kingdom.html">UnitedKingdom</a>, and <a class="el" href="class_quant_lib_1_1_united_states.html">UnitedStates</a>.
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<a href="class_quant_lib_1_1_calendar-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
calendar class
<p>
This class provides methods for determining whether a date is a business day or a holiday for a given market, and for incrementing/decrementing a date of a given number of business days.<p>
The Bridge pattern is used to provide the base behavior of the calendar, namely, to determine whether a date is a business day.<p>
A calendar should be defined for specific exchange holiday schedule or for general country holiday schedule. Legacy city holiday schedule calendars will be moved to the exchange/country convention.<p>
<dl compact><dt><b><a class="el" href="test.html#_test000124">Tests:</a></b></dt><dd>the methods for adding and removing holidays are tested by inspecting the calendar before and after their invocation. </dd></dl>
<dl compact><dt><b>Examples: </b></dt><dd>
<p>
<a class="el" href="_bermudan_swaption_8cpp-example.html#_a8">BermudanSwaption.cpp</a>, <a class="el" href="_convertible_bonds_8cpp-example.html#_a6">ConvertibleBonds.cpp</a>, <a class="el" href="_discrete_hedging_8cpp-example.html#_a15">DiscreteHedging.cpp</a>, <a class="el" href="_equity_option_8cpp-example.html#_a1">EquityOption.cpp</a>, <a class="el" href="_fitted_bond_curve_8cpp-example.html#_a6">FittedBondCurve.cpp</a>, <a class="el" href="_f_r_a_8cpp-example.html#_a4">FRA.cpp</a>, <a class="el" href="_repo_8cpp-example.html#_a9">Repo.cpp</a>, and <a class="el" href="swapvaluation_8cpp-example.html#_a1">swapvaluation.cpp</a>.</dl><table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Calendar interface</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c6e61de369e994009e36f344f99c15ad"></a><!-- doxytag: member="QuantLib::Calendar::empty" ref="c6e61de369e994009e36f344f99c15ad" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#c6e61de369e994009e36f344f99c15ad">empty</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Returns whether or not the calendar is initialized. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">std::string </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#37627d5d5bba7f4a8690c71c2ab3cb07">name</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Returns the name of the calendar. <a href="#37627d5d5bba7f4a8690c71c2ab3cb07"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#85aed4d5b4c114bdd47766ef9e52e2f7">isBusinessDay</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#a529b7298ba96b90261ed56c34f015f8">isHoliday</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#9c1941e4f95b1d74d7f9b2e772174c73">isWeekend</a> (<a class="el" href="group__datetime.html#gec3d5ec6653b2c392d449500b8f5cb3a">Weekday</a> w) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#406c43181bd59e07a145a4722fdf2480">isEndOfMonth</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="19b6ae524d9688302a3d133d9a8eaf67"></a><!-- doxytag: member="QuantLib::Calendar::endOfMonth" ref="19b6ae524d9688302a3d133d9a8eaf67" args="(const Date &d) const " -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#19b6ae524d9688302a3d133d9a8eaf67">endOfMonth</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">last business day of the month to which the given date belongs <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#656020bddfdb2d9f48c9f0dc12b26597">addHoliday</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#4c682210881efe66d463cc0907f00722">removeHoliday</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#ee7c18511c7ee1bcda6124f43a37aa28">adjust</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &, <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> convention=Following) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#c47bb82bf7b147cfacf373991c2905ea">advance</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &, <a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a> n, <a class="el" href="group__datetime.html#gdd9fe45e09605eee3e4a39c8a5c4476d">TimeUnit</a> unit, <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> convention=Following, bool endOfMonth=false) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#ff3da5f18d09db3745c371b8679bd5ee">advance</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &date, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &period, <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> convention=Following, bool endOfMonth=false) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4f0ecbbf99e41b6d69cd54871d5d2b9e">BigInteger</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#19727b525ba0493943d84e29459b65a0">businessDaysBetween</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &from, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &to, bool includeFirst=true, bool includeLast=false) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b6fcbea4559480b4dc3df0abbf64766"></a><!-- doxytag: member="QuantLib::Calendar::holidayList" ref="0b6fcbea4559480b4dc3df0abbf64766" args="(const Calendar &calendar, const Date &from, const Date &to, bool includeWeekEnds=false)" -->
static std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#0b6fcbea4559480b4dc3df0abbf64766">holidayList</a> (const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &from, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &to, bool includeWeekEnds=false)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Returns the holidays between two dates. <br></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#f5714af8cb45a29153e0fd53ee5e7241">Calendar</a> ()</td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a593fa134416a954928e323a5175af7d"></a><!-- doxytag: member="QuantLib::Calendar::impl_" ref="a593fa134416a954928e323a5175af7d" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_calendar_1_1_impl.html">Impl</a> > </td><td class="memItemRight" valign="bottom"><b>impl_</b></td></tr>
<tr><td colspan="2"><br><h2>Related Functions</h2></td></tr>
<tr><td colspan="2">(Note that these are not member functions.) <br><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#e9d6f7766f633f5d75cc3acd7826bc9f">operator==</a> (const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#f842d77a8aacbc167a64749dba1a3a87">operator!=</a> (const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">std::ostream & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html#ab055e8665c0e69976ecbe4aebd47a8f">operator<<</a> (std::ostream &, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &)</td></tr>
<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar_1_1_impl.html">Impl</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">abstract base class for calendar implementations <a href="class_quant_lib_1_1_calendar_1_1_impl.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar_1_1_orthodox_impl.html">OrthodoxImpl</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">partial calendar implementation <a href="class_quant_lib_1_1_calendar_1_1_orthodox_impl.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar_1_1_western_impl.html">WesternImpl</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">partial calendar implementation <a href="class_quant_lib_1_1_calendar_1_1_western_impl.html#_details">More...</a><br></td></tr>
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<hr><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" name="f5714af8cb45a29153e0fd53ee5e7241"></a><!-- doxytag: member="QuantLib::Calendar::Calendar" ref="f5714af8cb45a29153e0fd53ee5e7241" args="()" -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td>
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The default constructor returns a calendar with a null implementation, which is therefore unusable except as a placeholder.
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<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="37627d5d5bba7f4a8690c71c2ab3cb07"></a><!-- doxytag: member="QuantLib::Calendar::name" ref="37627d5d5bba7f4a8690c71c2ab3cb07" args="() const " -->
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<td class="memname">std::string name </td>
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Returns the name of the calendar.
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<dl compact><dt><b><a class="el" href="caveats.html#_caveats000112">Warning:</a></b></dt><dd>This method is used for output and comparison between calendars. It is <b>not</b> meant to be used for writing switch-on-type code. </dd></dl>
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<a class="anchor" name="85aed4d5b4c114bdd47766ef9e52e2f7"></a><!-- doxytag: member="QuantLib::Calendar::isBusinessDay" ref="85aed4d5b4c114bdd47766ef9e52e2f7" args="(const Date &d) const " -->
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<td class="memname">bool isBusinessDay </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
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Returns <code>true</code> iff the date is a business day for the given market.
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<a class="anchor" name="a529b7298ba96b90261ed56c34f015f8"></a><!-- doxytag: member="QuantLib::Calendar::isHoliday" ref="a529b7298ba96b90261ed56c34f015f8" args="(const Date &d) const " -->
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<td class="memname">bool isHoliday </td>
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Returns <code>true</code> iff the date is a holiday for the given market.
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<a class="anchor" name="9c1941e4f95b1d74d7f9b2e772174c73"></a><!-- doxytag: member="QuantLib::Calendar::isWeekend" ref="9c1941e4f95b1d74d7f9b2e772174c73" args="(Weekday w) const " -->
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<td class="memname">bool isWeekend </td>
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Returns <code>true</code> iff the weekday is part of the weekend for the given market.
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<a class="anchor" name="406c43181bd59e07a145a4722fdf2480"></a><!-- doxytag: member="QuantLib::Calendar::isEndOfMonth" ref="406c43181bd59e07a145a4722fdf2480" args="(const Date &d) const " -->
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<td class="memname">bool isEndOfMonth </td>
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Returns <code>true</code> iff the date is last business day for the month in given market.
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<a class="anchor" name="656020bddfdb2d9f48c9f0dc12b26597"></a><!-- doxytag: member="QuantLib::Calendar::addHoliday" ref="656020bddfdb2d9f48c9f0dc12b26597" args="(const Date &)" -->
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<td class="memname">void addHoliday </td>
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Adds a date to the set of holidays for the given calendar.
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<a class="anchor" name="4c682210881efe66d463cc0907f00722"></a><!-- doxytag: member="QuantLib::Calendar::removeHoliday" ref="4c682210881efe66d463cc0907f00722" args="(const Date &)" -->
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<td class="memname">void removeHoliday </td>
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Removes a date from the set of holidays for the given calendar.
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<a class="anchor" name="ee7c18511c7ee1bcda6124f43a37aa28"></a><!-- doxytag: member="QuantLib::Calendar::adjust" ref="ee7c18511c7ee1bcda6124f43a37aa28" args="(const Date &, BusinessDayConvention convention=Following) const " -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> adjust </td>
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<td class="paramtype"><a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td>
<td class="paramname"> <em>convention</em> = <code>Following</code></td><td> </td>
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Adjusts a non-business day to the appropriate near business day with respect to the given convention. <dl compact><dt><b>Examples: </b></dt><dd>
<a class="el" href="_convertible_bonds_8cpp-example.html#a9">ConvertibleBonds.cpp</a>, <a class="el" href="_fitted_bond_curve_8cpp-example.html#a9">FittedBondCurve.cpp</a>, and <a class="el" href="swapvaluation_8cpp-example.html#a4">swapvaluation.cpp</a>.</dl>
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<a class="anchor" name="c47bb82bf7b147cfacf373991c2905ea"></a><!-- doxytag: member="QuantLib::Calendar::advance" ref="c47bb82bf7b147cfacf373991c2905ea" args="(const Date &, Integer n, TimeUnit unit, BusinessDayConvention convention=Following, bool endOfMonth=false) const " -->
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<td class="paramtype"><a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a> </td>
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Advances the given date of the given number of business days and returns the result. <dl class="note" compact><dt><b>Note:</b></dt><dd>The input date is not modified. </dd></dl>
<dl compact><dt><b>Examples: </b></dt><dd>
<a class="el" href="_bermudan_swaption_8cpp-example.html#a22">BermudanSwaption.cpp</a>, <a class="el" href="_convertible_bonds_8cpp-example.html#a10">ConvertibleBonds.cpp</a>, <a class="el" href="_fitted_bond_curve_8cpp-example.html#a16">FittedBondCurve.cpp</a>, <a class="el" href="_f_r_a_8cpp-example.html#a5">FRA.cpp</a>, and <a class="el" href="swapvaluation_8cpp-example.html#a5">swapvaluation.cpp</a>.</dl>
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<a class="anchor" name="ff3da5f18d09db3745c371b8679bd5ee"></a><!-- doxytag: member="QuantLib::Calendar::advance" ref="ff3da5f18d09db3745c371b8679bd5ee" args="(const Date &date, const Period &period, BusinessDayConvention convention=Following, bool endOfMonth=false) const " -->
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Advances the given date as specified by the given period and returns the result. <dl class="note" compact><dt><b>Note:</b></dt><dd>The input date is not modified. </dd></dl>
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<a class="anchor" name="19727b525ba0493943d84e29459b65a0"></a><!-- doxytag: member="QuantLib::Calendar::businessDaysBetween" ref="19727b525ba0493943d84e29459b65a0" args="(const Date &from, const Date &to, bool includeFirst=true, bool includeLast=false) const " -->
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<td class="memname"><a class="el" href="group__types.html#g4f0ecbbf99e41b6d69cd54871d5d2b9e">BigInteger</a> businessDaysBetween </td>
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Calculates the number of business days between two given dates and returns the result.
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<hr><h2>Friends And Related Function Documentation</h2>
<a class="anchor" name="e9d6f7766f633f5d75cc3acd7826bc9f"></a><!-- doxytag: member="QuantLib::Calendar::operator==" ref="e9d6f7766f633f5d75cc3acd7826bc9f" args="(const Calendar &, const Calendar &)" -->
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<td class="memname">bool operator== </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> & </td>
<td class="paramname"></td><td> </td>
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Returns <code>true</code> iff the two calendars belong to the same derived class.
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<td class="memname">bool operator!= </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> & </td>
<td class="paramname"></td><td> </td>
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<a class="anchor" name="ab055e8665c0e69976ecbe4aebd47a8f"></a><!-- doxytag: member="QuantLib::Calendar::operator<<" ref="ab055e8665c0e69976ecbe4aebd47a8f" args="(std::ostream &, const Calendar &)" -->
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