Module net.finmath.lib

Package net.finmath.time.businessdaycalendar

Class BusinessdayCalendarExcludingGivenSetOfHolidays

java.lang.Object

net.finmath.time.businessdaycalendar.AbstractBusinessdayCalendar

net.finmath.time.businessdaycalendar.BusinessdayCalendarExcludingGivenHolidays

net.finmath.time.businessdaycalendar.BusinessdayCalendarExcludingGivenSetOfHolidays

All Implemented Interfaces:

Serializable, BusinessdayCalendar

public abstract class BusinessdayCalendarExcludingGivenSetOfHolidays
extends BusinessdayCalendarExcludingGivenHolidays

A class for a business day calendar, where every day is a business day, except weekends days provided by a Set.

Version:

1.0

Author:

Christian Fries

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
BusinessdayCalendarExcludingGivenSetOfHolidays(String name, boolean isExcludeWeekends, Set<LocalDate> holidays)
BusinessdayCalendarExcludingGivenSetOfHolidays(String name, BusinessdayCalendar baseCalendar, boolean isExcludeWeekends, Set<LocalDate> holidays)

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

BusinessdayCalendarExcludingGivenSetOfHolidays

public BusinessdayCalendarExcludingGivenSetOfHolidays(String name,
 BusinessdayCalendar baseCalendar,
 boolean isExcludeWeekends,
 Set<LocalDate> holidays)

BusinessdayCalendarExcludingGivenSetOfHolidays

public BusinessdayCalendarExcludingGivenSetOfHolidays(String name,
 boolean isExcludeWeekends,
 Set<LocalDate> holidays)

Method Details

getHolidays

public Set<LocalDate> getHolidays()

Specified by:

getHolidays in class BusinessdayCalendarExcludingGivenHolidays

Returns:

A set of (additional) holidays.