hquantlib-time-0.0.4.1: HQuantLib Time is a business calendar functions extracted from HQuantLib

Safe HaskellSafe
LanguageHaskell2010

QuantLib.Time.Date

Synopsis

Documentation

class Holiday m where #

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

Minimal complete definition

isHoliday

Methods

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

isBusinessDay :: m -> Date -> Bool #

hBusinessDayBetween :: m -> (Date, Date) -> Int #

type Date = Day #

Date

data WeekDay #

Week days

Constructors

Monday 
Tuesday 
Wednesday 
Thursday 
Friday 
Saturday 
Sunday 
Instances
Enum WeekDay # 
Instance details

Defined in QuantLib.Time.Date

Methods

succ :: WeekDay -> WeekDay #

pred :: WeekDay -> WeekDay #

toEnum :: Int -> WeekDay #

fromEnum :: WeekDay -> Int #

enumFrom :: WeekDay -> [WeekDay] #

enumFromThen :: WeekDay -> WeekDay -> [WeekDay] #

enumFromTo :: WeekDay -> WeekDay -> [WeekDay] #

enumFromThenTo :: WeekDay -> WeekDay -> WeekDay -> [WeekDay] #

Eq WeekDay # 
Instance details

Defined in QuantLib.Time.Date

Methods

(==) :: WeekDay -> WeekDay -> Bool #

(/=) :: WeekDay -> WeekDay -> Bool #

Show WeekDay # 
Instance details

Defined in QuantLib.Time.Date

Methods

showsPrec :: Int -> WeekDay -> ShowS #

show :: WeekDay -> String #

showList :: [WeekDay] -> ShowS #

data BusinessDayConvention #

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
Enum BusinessDayConvention # 
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] #

Eq BusinessDayConvention # 
Instance details

Defined in QuantLib.Time.Date

Methods

(==) :: BusinessDayConvention -> BusinessDayConvention -> Bool #

(/=) :: BusinessDayConvention -> BusinessDayConvention -> Bool #

Show BusinessDayConvention # 
Instance details

Defined in QuantLib.Time.Date

Methods

showsPrec :: Int -> BusinessDayConvention -> ShowS #

show :: BusinessDayConvention -> String #

showList :: [BusinessDayConvention] -> ShowS #

getWeekDay :: Date -> WeekDay #

Gets a week day

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

Generate a list of all dates inbetween

isWeekEnd :: Date -> Bool #

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

getNextBusinessDay :: Holiday a => a -> Date -> Date #

Gets the next working day