1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>QuantLib: JointCalendar Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="212" height="47" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 0.9.0</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.5.4 -->
<div class="nav">
<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_joint_calendar.html">JointCalendar</a></div>
<h1>JointCalendar Class Reference<br>
<small>
[<a class="el" href="group__calendars.html">Calendars</a>]</small>
</h1><!-- doxytag: class="QuantLib::JointCalendar" --><!-- doxytag: inherits="QuantLib::Calendar" --><code>#include <ql/time/calendars/jointcalendar.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for JointCalendar:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_joint_calendar__inherit__graph.png" border="0" usemap="#_joint_calendar__inherit__map" alt="Inheritance graph"></center>
<map name="_joint_calendar__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_calendar.html" title="calendar class" alt="" coords="19,7,99,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_joint_calendar-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Joint calendar.
<p>
Depending on the chosen rule, this calendar has a set of business days given by either the union or the intersection of the sets of business days of the given calendars.<p>
<dl compact><dt><b><a class="el" href="test.html#_test000128">Tests:</a></b></dt><dd>the correctness of the returned results is tested by reproducing the calculations. </dd></dl>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c82ed9afb1ad7d58128551f627178cce"></a><!-- doxytag: member="QuantLib::JointCalendar::JointCalendar" ref="c82ed9afb1ad7d58128551f627178cce" args="(const Calendar &, const Calendar &, JointCalendarRule=JoinHolidays)" -->
</td><td class="memItemRight" valign="bottom"><b>JointCalendar</b> (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> &, <a class="el" href="namespace_quant_lib.html#51033ff28c58a4dd772d61053b4f3bca">JointCalendarRule</a>=JoinHolidays)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8995c3ac583faf1f3a6865c73a85930"></a><!-- doxytag: member="QuantLib::JointCalendar::JointCalendar" ref="a8995c3ac583faf1f3a6865c73a85930" args="(const Calendar &, const Calendar &, const Calendar &, JointCalendarRule=JoinHolidays)" -->
</td><td class="memItemRight" valign="bottom"><b>JointCalendar</b> (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> &, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &, <a class="el" href="namespace_quant_lib.html#51033ff28c58a4dd772d61053b4f3bca">JointCalendarRule</a>=JoinHolidays)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="098c5af8ada898daa86aea31734ffad0"></a><!-- doxytag: member="QuantLib::JointCalendar::JointCalendar" ref="098c5af8ada898daa86aea31734ffad0" args="(const Calendar &, const Calendar &, const Calendar &, const Calendar &, JointCalendarRule=JoinHolidays)" -->
</td><td class="memItemRight" valign="bottom"><b>JointCalendar</b> (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> &, 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> &, <a class="el" href="namespace_quant_lib.html#51033ff28c58a4dd772d61053b4f3bca">JointCalendarRule</a>=JoinHolidays)</td></tr>
</table>
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.5.4
</div>
</div>
</div>
</body>
</html>
|
