calendarBuilder.hpp
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BuildCalendar & withConvention(const DayRollingConvention &convention)
Set convention.
Definition: calendarBuilder.cpp:26
std::vector< Date > business_days_vector_
working days
Definition: calendarBuilder.hpp:60
BuildCalendar & withSettlementDateConvention(SmartPointer< SettlementDateConvention >)
sets settlement convention
Definition: calendarBuilder.cpp:104
BuildCalendar & endOfMonth()
End of month.
Definition: calendarBuilder.cpp:87
Definition: cadHoliday.cpp:3
BuildCalendar & withSpotLag(const int spot_lag)
Set spot lag.
Definition: calendarBuilder.cpp:36
bool end_of_month_
end of month convention
Definition: calendarBuilder.hpp:56
std::vector< Date > holidays_vector_
holidays as dates
Definition: calendarBuilder.hpp:64
File contains definition of date class.
BuildCalendar & addHoliday(const Date &holiday)
Marking day as holiday.
Definition: calendarBuilder.cpp:46
SmartPointer< SettlementDateConvention > settlement_
settlement date convention
Definition: calendarBuilder.hpp:72
File contains the definition of calendar class.
File contains definition of tenor class.
Class implements builder design pattern supporting construction of calendars.
Definition: calendarBuilder.hpp:32
std::vector< SmartPointer< Holiday > > holidays_
predefined holidays
Definition: calendarBuilder.hpp:68
BuildCalendar & removeHoliday(const Date &business_day)
Marking day as business day.
Definition: calendarBuilder.cpp:56
File contain time units and other useful enumerations.
File contains definition of fixed holiday class.
DayRollingConvention convention_
day rolling
Definition: calendarBuilder.hpp:48