QuantLib_JointCalendar (3) Linux Manual Page
QuantLib::JointCalendar – Joint calendar.
Synopsis
#include <ql/time/calendars/jointcalendar.hpp>Inherits QuantLib::Calendar.
Public Member Functions
JointCalendar (const Calendar &, const Calendar &, JointCalendarRule=JoinHolidays)JointCalendar (const Calendar &, const Calendar &, const Calendar &, JointCalendarRule=JoinHolidays)
JointCalendar (const Calendar &, const Calendar &, const Calendar &, const Calendar &, JointCalendarRule=JoinHolidays)
Detailed Description
Joint calendar.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.
Tests
- the correctness of the returned results is tested by reproducing the calculations.