Module net.finmath.lib

Package net.finmath.time.businessdaycalendar

package net.finmath.time.businessdaycalendar

Provides business day calendars, e.g., as used in date roll conventions.

Author:

Christian Fries

Interface Summary

Interface	Description
BusinessdayCalendar

Class Summary

Class	Description
AbstractBusinessdayCalendar	Base class for all business day calendars.
BusinessdayCalendarAny	A business day calendar, where every day is a business day.
BusinessdayCalendarExcludingGivenHolidays	An abstract base class for a business day calendar, where every day is a business day, except weekends days provided by a Set provided by the method getHolidays.
BusinessdayCalendarExcludingGivenSetOfHolidays	A class for a business day calendar, where every day is a business day, except weekends days provided by a Set.
BusinessdayCalendarExcludingLONHolidays	A business day calendar, where every day is a business day, except for weekends and London holidays
BusinessdayCalendarExcludingNYCHolidays	A business day calendar, where every day is a business day, except for weekends and New York holidays
BusinessdayCalendarExcludingTARGETHolidays	A business day calendar, where every day is a business day, expect the TARGET holidays.
BusinessdayCalendarExcludingWeekends	A business day calendar, where every day is a business day, expect SATURDAY and SUNDAY.

Enum Summary

Enum	Description
BusinessdayCalendar.DateOffsetUnit
BusinessdayCalendar.DateRollConvention