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

  • 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