Module net.finmath.lib

Package net.finmath.time.businessdaycalendar

Class BusinessdayCalendarExcludingNYCHolidays

java.lang.Object

net.finmath.time.businessdaycalendar.AbstractBusinessdayCalendar

net.finmath.time.businessdaycalendar.BusinessdayCalendarExcludingGivenHolidays

net.finmath.time.businessdaycalendar.BusinessdayCalendarExcludingNYCHolidays

All Implemented Interfaces:

Serializable, BusinessdayCalendar

public class BusinessdayCalendarExcludingNYCHolidays
extends BusinessdayCalendarExcludingGivenHolidays

A business day calendar, where every day is a business day, except for weekends and New York holidays

Version:

1.0

Author:

Niklas Rodi

See Also:

• Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from interface net.finmath.time.businessdaycalendar.BusinessdayCalendar

BusinessdayCalendar.DateOffsetUnit, BusinessdayCalendar.DateRollConvention

Constructor Summary

Constructors

Constructor	Description
BusinessdayCalendarExcludingNYCHolidays()	Create NEW YORK business day calendar.
BusinessdayCalendarExcludingNYCHolidays(BusinessdayCalendar baseCalendar)	Create NEW YORK business day calendar using a given business day calendar as basis.

Method Summary

Modifier and Type	Method	Description
Set<LocalDate>	getHolidays()

Methods inherited from class net.finmath.time.businessdaycalendar.BusinessdayCalendarExcludingGivenHolidays

getBaseCalendar, getName, isBusinessday, isExcludingWeekends, toString

Methods inherited from class net.finmath.time.businessdaycalendar.AbstractBusinessdayCalendar

convertOffsetCodesToTimes, createDateFromDateAndOffsetCodes, getAdjustedDate, getAdjustedDate, getDateFromDateAndOffsetCode, getRolledDate

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Details

BusinessdayCalendarExcludingNYCHolidays

public BusinessdayCalendarExcludingNYCHolidays()

Create NEW YORK business day calendar.

BusinessdayCalendarExcludingNYCHolidays

public BusinessdayCalendarExcludingNYCHolidays(BusinessdayCalendar baseCalendar)

Create NEW YORK business day calendar using a given business day calendar as basis.

Parameters:

baseCalendar - Calendar of business days.

Method Details

getHolidays

public Set<LocalDate> getHolidays()

Specified by:

getHolidays in class BusinessdayCalendarExcludingGivenHolidays

Returns:

A set of (additional) holidays.