1 /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ 2 3 /* 4 Copyright (C) 2008 StatPro Italia srl 5 6 This file is part of QuantLib, a free-software/open-source library 7 for financial quantitative analysts and developers - http://quantlib.org/ 8 9 QuantLib is free software: you can redistribute it and/or modify it 10 under the terms of the QuantLib license. You should have received a 11 copy of the license along with this program; if not, please email 12 <quantlib-dev@lists.sf.net>. The license is also available online at 13 <http://quantlib.org/license.shtml>. 14 15 This program is distributed in the hope that it will be useful, but WITHOUT 16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS 17 FOR A PARTICULAR PURPOSE. See the license for more details. 18 */ 19 20 /*! \file bespokecalendar.hpp 21 \brief Bespoke calendar 22 */ 23 24 #ifndef quantlib_bespoke_calendar_hpp 25 #define quantlib_bespoke_calendar_hpp 26 27 #include <ql/time/calendar.hpp> 28 29 namespace QuantLib { 30 31 //! Bespoke calendar 32 /*! This calendar has no predefined set of business days. Holidays 33 and weekdays can be defined by means of the provided 34 interface. Instances constructed by copying remain linked to 35 the original one; adding a new holiday or weekday will affect 36 all linked instances. 37 38 \ingroup calendars 39 */ 40 class BespokeCalendar : public Calendar { 41 private: 42 class Impl : public Calendar::Impl { 43 public: 44 explicit Impl(const std::string& name = ""); 45 std::string name() const; 46 bool isWeekend(Weekday) const; 47 bool isBusinessDay(const Date&) const; 48 void addWeekend(Weekday); 49 private: 50 std::set<Weekday> weekend_; 51 std::string name_; 52 }; 53 ext::shared_ptr<BespokeCalendar::Impl> bespokeImpl_; 54 public: 55 /*! \warning different bespoke calendars created with the same 56 name (or different bespoke calendars created with 57 no name) will compare as equal. 58 */ 59 BespokeCalendar(const std::string& name = ""); 60 //! marks the passed day as part of the weekend 61 void addWeekend(Weekday); 62 }; 63 64 } 65 66 67 #endif 68