Safe Haskell | Safe |
---|---|
Language | Haskell2010 |
- data BusinessDayConvention
- data WeekDay
- type Date = Day
- class Holiday m where
- getWeekDay :: Date -> WeekDay
- getDaysBetween :: (Day, Day) -> [Day]
- isWeekEnd :: Date -> Bool
- getNextBusinessDay :: Holiday a => a -> Date -> Date
- class DayCounter m where
- data Thirty360
- intGregorian :: Day -> (Int, Int, Int)
Documentation
data BusinessDayConvention Source #
Business Day conventions - These conventions specify the algorithm used to adjust a date in case it is not a valid business day.
Week days
class Holiday m where Source #
Defines a holidays for given calendar. Corresponds to calendar class in QuantLib
getWeekDay :: Date -> WeekDay Source #
Gets a week day
class DayCounter m where Source #
Day counter type class
Thirty day counters as in QuantLib