Safe Haskell	Safe-Inferred
Language	Haskell2010

QuantLib.Time.Date

Synopsis

data BusinessDayConvention
- = Following
- | ModifiedFollowing
- | Preceding
- | ModifiedPreceding
- | Unadjusted
newtype Day = ModifiedJulianDay {
- toModifiedJulianDay :: Integer
}
class Holiday m where
- isHoliday :: m -> (Integer, Int, Int) -> Bool
- isBusinessDay :: m -> Day -> Bool
- hBusinessDayBetween :: m -> (Day, Day) -> Int
getDaysBetween :: (Day, Day) -> [Day]
isWeekEnd :: Day -> Bool
getNextBusinessDay :: Holiday a => a -> Day -> Day

Documentation

data BusinessDayConvention Source #

Business Day conventions - These conventions specify the algorithm used to adjust a date in case it is not a valid business day.

Constructors

Following
ModifiedFollowing
Preceding
ModifiedPreceding
Unadjusted

Instances

Instances details

Enum BusinessDayConvention Source #
Instance details Defined in QuantLib.Time.Date Methods succ :: BusinessDayConvention -> BusinessDayConvention # pred :: BusinessDayConvention -> BusinessDayConvention # toEnum :: Int -> BusinessDayConvention # fromEnum :: BusinessDayConvention -> Int # enumFrom :: BusinessDayConvention -> [BusinessDayConvention] # enumFromThen :: BusinessDayConvention -> BusinessDayConvention -> [BusinessDayConvention] # enumFromTo :: BusinessDayConvention -> BusinessDayConvention -> [BusinessDayConvention] # enumFromThenTo :: BusinessDayConvention -> BusinessDayConvention -> BusinessDayConvention -> [BusinessDayConvention] #
Show BusinessDayConvention Source #
Instance details Defined in QuantLib.Time.Date Methods showsPrec :: Int -> BusinessDayConvention -> ShowS # show :: BusinessDayConvention -> String # showList :: [BusinessDayConvention] -> ShowS #
Eq BusinessDayConvention Source #
Instance details Defined in QuantLib.Time.Date Methods (==) :: BusinessDayConvention -> BusinessDayConvention -> Bool # (/=) :: BusinessDayConvention -> BusinessDayConvention -> Bool #

newtype Day #

The Modified Julian Day is a standard count of days, with zero being the day 1858-11-17.

Constructors

ModifiedJulianDay
Fields toModifiedJulianDay :: Integer

Instances

Instances details

Data Day
Instance details Defined in Data.Time.Calendar.Days Methods gfoldl :: (forall d b. Data d => c (d -> b) -> d -> c b) -> (forall g. g -> c g) -> Day -> c Day # gunfold :: (forall b r. Data b => c (b -> r) -> c r) -> (forall r. r -> c r) -> Constr -> c Day # toConstr :: Day -> Constr # dataTypeOf :: Day -> DataType # dataCast1 :: Typeable t => (forall d. Data d => c (t d)) -> Maybe (c Day) # dataCast2 :: Typeable t => (forall d e. (Data d, Data e) => c (t d e)) -> Maybe (c Day) # gmapT :: (forall b. Data b => b -> b) -> Day -> Day # gmapQl :: (r -> r' -> r) -> r -> (forall d. Data d => d -> r') -> Day -> r # gmapQr :: forall r r'. (r' -> r -> r) -> r -> (forall d. Data d => d -> r') -> Day -> r # gmapQ :: (forall d. Data d => d -> u) -> Day -> [u] # gmapQi :: Int -> (forall d. Data d => d -> u) -> Day -> u # gmapM :: Monad m => (forall d. Data d => d -> m d) -> Day -> m Day # gmapMp :: MonadPlus m => (forall d. Data d => d -> m d) -> Day -> m Day # gmapMo :: MonadPlus m => (forall d. Data d => d -> m d) -> Day -> m Day #
Enum Day
Instance details Defined in Data.Time.Calendar.Days Methods succ :: Day -> Day # pred :: Day -> Day # toEnum :: Int -> Day # fromEnum :: Day -> Int # enumFrom :: Day -> [Day] # enumFromThen :: Day -> Day -> [Day] # enumFromTo :: Day -> Day -> [Day] # enumFromThenTo :: Day -> Day -> Day -> [Day] #
Ix Day
Instance details Defined in Data.Time.Calendar.Days Methods range :: (Day, Day) -> [Day] # index :: (Day, Day) -> Day -> Int # unsafeIndex :: (Day, Day) -> Day -> Int # inRange :: (Day, Day) -> Day -> Bool # rangeSize :: (Day, Day) -> Int # unsafeRangeSize :: (Day, Day) -> Int #
NFData Day
Instance details Defined in Data.Time.Calendar.Days Methods rnf :: Day -> () #
Eq Day
Instance details Defined in Data.Time.Calendar.Days Methods (==) :: Day -> Day -> Bool # (/=) :: Day -> Day -> Bool #
Ord Day
Instance details Defined in Data.Time.Calendar.Days Methods compare :: Day -> Day -> Ordering # (<) :: Day -> Day -> Bool # (<=) :: Day -> Day -> Bool # (>) :: Day -> Day -> Bool # (>=) :: Day -> Day -> Bool # max :: Day -> Day -> Day # min :: Day -> Day -> Day #
DayPeriod Day
Instance details Defined in Data.Time.Calendar.Days Methods periodFirstDay :: Day -> Day # periodLastDay :: Day -> Day # dayPeriod :: Day -> Day #

class Holiday m where Source #

Defines a holidays for given calendar. Corresponds to calendar class in QuantLib

Minimal complete definition

isHoliday

Methods

isHoliday :: m -> (Integer, Int, Int) -> Bool Source #

isBusinessDay :: m -> Day -> Bool Source #

hBusinessDayBetween :: m -> (Day, Day) -> Int Source #

getDaysBetween :: (Day, Day) -> [Day] Source #

Generate a list of all dates inbetween

isWeekEnd :: Day -> Bool Source #

Checks if the day is a weekend, i.e. Saturday or Sunday

getNextBusinessDay :: Holiday a => a -> Day -> Day Source #

Gets the next working day