Package org.jquantlib.time

Examples of org.jquantlib.time.Weekday

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  public String getName() {
    return "US government bond market";
  }

  public boolean isBusinessDay(Date date) {
    Weekday w = date.getWeekday();
    int d = date.getDayOfMonth(), dd = date.getDayOfYear();
    int m = date.getMonth();
    int y = date.getYear();
    int em = easterMonday(y);
    if (isWeekend(w)
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  public String getName() {
    return "North American Energy Reliability Council";
  }

  public boolean isBusinessDay(Date date) {
    Weekday w = date.getWeekday();
    int d = date.getDayOfMonth();
    int m = date.getMonth();
    if (isWeekend(w)
    // New Year's Day (possibly moved to Monday if on Sunday)
        || ((d == 1 || (d == 2 && w == Weekday.MONDAY)) && m == Month.JANUARY
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  public String getName() {
    return "Istanbul Stock Exchange Turkey";
  }

  public boolean isBusinessDay(Date date) {
    Weekday w = date.getWeekday();
    int d = date.getDayOfMonth();
    int m = date.getMonth();
    int y = date.getYear();
    if (isWeekend(w)
            // New Year's Day
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  final class SaudiArabiaSettlementCalendar extends AbstractCalendar {
      public boolean isWeekend(Weekday w){
          return w == THURSDAY || w == FRIDAY;
      }
    public boolean isBusinessDay(Date date) {
      Weekday w = date.getWeekday();
      int d = date.getDayOfMonth(), dd = date.getDayOfYear();
      Month m = date.getMonthEnum();
      int y = date.getYear();
       
      if (isWeekend(w)
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    }
  }
}
final class SingaporeSettlementCalendar extends WesternCalendar {
  public boolean isBusinessDay(Date date) {
        Weekday w = date.getWeekday();
        int d = date.getDayOfMonth(), dd = date.getDayOfYear();
        Month m = date.getMonthEnum();
        int y = date.getYear();
        int em = easterMonday(y);
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                  bmaDayCount);
     
      this.swap.setPricingEngine(new DiscountingSwapEngine(iborIndex.termStructure()));
     
      Date d = calendar.adjust(swap.maturityDate(), BusinessDayConvention.Following);
      Weekday w = d.weekday();
      Date nextWednesday = w.value() >=4 ? d.add(11 - w.value()) :  d.add(4 - w.value());
     
      latestDate = clonedIndex.valueDate(clonedIndex.fixingCalendar().adjust(nextWednesday));
    }
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Related Classes of org.jquantlib.time.Weekday

  • org.jquantlib.indexes.BMAIndex
  • org.jquantlib.samples.Dates
  • org.jquantlib.termstructures.yieldcurves.BMASwapRateHelper
  • org.jquantlib.testsuite.date.DatesTest
  • org.jquantlib.testsuite.termstructures.yieldcurves.PiecewiseYieldCurveTest
  • org.jquantlib.testsuite.time.DatesTest
  • org.jquantlib.time.calendars.Argentina$MervalImpl
  • org.jquantlib.time.calendars.ArgentinaSettlementCalendar
  • org.jquantlib.time.calendars.Australia
  • org.jquantlib.time.calendars.Australia$AustraliaImpl
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