BespokeCalendar | quantlib.js

Bespoke calendar

This calendar has no predefined set of business days. Holidays and weekdays can be defined by means of the provided interface. Instances constructed by copying remain linked to the original one; adding a new holiday or weekday will affect all linked instances.

Hierarchy

Calendar
- BespokeCalendar

Index

Classes

Constructors

constructor

Properties

Accessors

isDisposed

Methods

Constructors

constructor

new BespokeCalendar(name?: string): BespokeCalendar

Overrides Calendar.constructor
- Defined in ql/time/calendars/bespokecalendar.ts:19
Parameters
- Default value name: string = ""
Returns BespokeCalendar

Properties

Private _bespokeImpl

_bespokeImpl: Impl

Protected _impl

_impl: Impl

Accessors

isDisposed

get isDisposed(): boolean

Inherited from Calendar.isDisposed
- Defined in ql/time/calendar.ts:274
Returns boolean

Methods

addHoliday

addHoliday(d: Date): void

Inherited from Calendar.addHoliday
- Defined in ql/time/calendar.ts:81
Parameters
- d: Date
Returns void

addWeekend

addWeekend(wd: Weekday): void

- Defined in ql/time/calendars/bespokecalendar.ts:26
Parameters
- wd: Weekday
Returns void

adjust

adjust(d: Date, c?: BusinessDayConvention): Date

Inherited from Calendar.adjust
- Defined in ql/time/calendar.ts:107
Parameters
- d: Date
- Default value c: BusinessDayConvention = BusinessDayConvention.Following
Returns Date

advance1

advance1(d: Date, n: Integer, unit: TimeUnit, c?: BusinessDayConvention, endOfMonth?: boolean): Date

Inherited from Calendar.advance1
- Defined in ql/time/calendar.ts:162
Parameters
- d: Date
- n: Integer
- unit: TimeUnit
- Default value c: BusinessDayConvention = BusinessDayConvention.Following
- Default value endOfMonth: boolean = false
Returns Date

advance2

advance2(d: Date, p: Period, c?: BusinessDayConvention, endOfMonth?: boolean): Date

Inherited from Calendar.advance2
- Defined in ql/time/calendar.ts:206
Parameters
- d: Date
- p: Period
- Default value c: BusinessDayConvention = BusinessDayConvention.Following
- Default value endOfMonth: boolean = false
Returns Date

businessDaysBetween

businessDaysBetween(from: Date, to: Date, includeFirst?: boolean, includeLast?: boolean): Day

Inherited from Calendar.businessDaysBetween
- Defined in ql/time/calendar.ts:213
Parameters
- from: Date
- to: Date
- Default value includeFirst: boolean = true
- Default value includeLast: boolean = false
Returns Day

dispose

dispose(): void

Inherited from Calendar.dispose
- Defined in ql/time/calendar.ts:278
Returns void

empty

empty(): boolean

Inherited from Calendar.empty
- Defined in ql/time/calendar.ts:38
Returns boolean

endOfMonth

endOfMonth(d: Date): Date

Inherited from Calendar.endOfMonth
- Defined in ql/time/calendar.ts:77
Parameters
- d: Date
Returns Date

isBusinessDay

isBusinessDay(d: Date): boolean

Inherited from Calendar.isBusinessDay
- Defined in ql/time/calendar.ts:49
Parameters
- d: Date
Returns boolean

isEndOfMonth

isEndOfMonth(d: Date): boolean

Inherited from Calendar.isEndOfMonth
- Defined in ql/time/calendar.ts:73
Parameters
- d: Date
Returns boolean

isHoliday

isHoliday(d: Date): boolean

Inherited from Calendar.isHoliday
- Defined in ql/time/calendar.ts:62
Parameters
- d: Date
Returns boolean

isWeekend

isWeekend(w: Weekday): boolean

Inherited from Calendar.isWeekend
- Defined in ql/time/calendar.ts:66
Parameters
- w: Weekday
Returns boolean

name

name(): string

Inherited from Calendar.name
- Defined in ql/time/calendar.ts:42
Returns string

removeHoliday

removeHoliday(d: Date): void

Inherited from Calendar.removeHoliday
- Defined in ql/time/calendar.ts:94
Parameters
- d: Date
Returns void

Static equal

equal(c1: Calendar, c2: Calendar): boolean

- Defined in ql/time/calendar.ts:290
Parameters
- c1: Calendar
- c2: Calendar
Returns boolean

Static holidayList

holidayList(calendar: Calendar, from: Date, to: Date, includeWeekEnds?: boolean): Date[]

Inherited from Calendar.holidayList
- Defined in ql/time/calendar.ts:256
Parameters
- calendar: Calendar
- from: Date
- to: Date
- Default value includeWeekEnds: boolean = false
Returns Date[]

Hierarchy

Index

Classes

Constructors

Properties

Accessors

Methods

Constructors

constructor

Parameters

Default value name: string = ""

Returns BespokeCalendar

Properties

Private _bespokeImpl

Protected _impl

Accessors

isDisposed

Returns boolean

Methods

addHoliday

Parameters

d: Date

Returns void

addWeekend

Parameters

wd: Weekday

Returns void

adjust

Parameters

d: Date

Default value c: BusinessDayConvention = BusinessDayConvention.Following

Returns Date

advance1

Parameters

d: Date

n: Integer

unit: TimeUnit

Default value c: BusinessDayConvention = BusinessDayConvention.Following

Default value endOfMonth: boolean = false

Returns Date

advance2

Parameters

d: Date

p: Period

Default value c: BusinessDayConvention = BusinessDayConvention.Following

Default value endOfMonth: boolean = false

Returns Date

businessDaysBetween

Parameters

from: Date

to: Date

Default value includeFirst: boolean = true

Default value includeLast: boolean = false

Returns Day

dispose

Returns void

empty

Returns boolean

endOfMonth

Parameters

d: Date

Returns Date

isBusinessDay

Parameters

d: Date

Returns boolean

isEndOfMonth

Parameters

d: Date

Returns boolean

isHoliday

Parameters

d: Date

Returns boolean

isWeekend

Parameters

w: Weekday

Returns boolean

name

Returns string