Class WeekendsOnly

Weekends-only calendar

This calendar has no bank holidays except for weekends (Saturdays and Sundays) as required by ISDA for calculating conventional CDS spreads.

Hierarchy

Calendar
- WeekendsOnly

Index

Classes

Constructors

constructor

Properties

_impl
impl

Accessors

isDisposed

Methods

Constructors

constructor

new WeekendsOnly(): WeekendsOnly

Overrides Calendar.constructor
- Defined in ql/time/calendars/weekendsonly.ts:15
Returns WeekendsOnly

Properties

Protected _impl

_impl: Impl

Static 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

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[]