Calendar with custom set holidays and name

[Henner Heck]

Hello all,

i am trying to create a Calendar in QuantLib 1.0.1 which contains
no holidays except the weekends and has a name provided by
me after finishing with the constructor.
When i have this "plain" calendar, i assume i can add holidays
with "void addHoliday(const Date&);". In the end i want to have
a calendar, which replies "true" on "isBusinessDay(const Date&)"
only on weekends and on the dates which i previously added.

I looked through the calendars, but until now i haven't found this  
behavior.
Am i not thorough enough or is it not provided at the moment?

Best regards,
Henner Heck

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[Luigi Ballabio]

On Fri, 2010-12-17 at 18:43 +0100, Henner Heck wrote:
> i am trying to create a Calendar in QuantLib 1.0.1 which contains
> no holidays except the weekends and has a name provided by
> me after finishing with the constructor.
> When i have this "plain" calendar, i assume i can add holidays
> with "void addHoliday(const Date&);". In the end i want to have
> a calendar, which replies "true" on "isBusinessDay(const Date&)"
> only on weekends and on the dates which i previously added.

Look in <ql/time/calendars/bespokecalendar.hpp>.

Luigi


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A little inaccuracy sometimes saves tons of explanation.
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[Henner Heck]

Am 20.12.2010, 10:16 Uhr, schrieb Luigi Ballabio  
<[hidden email]>:

> On Fri, 2010-12-17 at 18:43 +0100, Henner Heck wrote:
>> i am trying to create a Calendar in QuantLib 1.0.1 which contains
>> no holidays except the weekends and has a name provided by
>> me after finishing with the constructor.
>> When i have this "plain" calendar, i assume i can add holidays
>> with "void addHoliday(const Date&);". In the end i want to have
>> a calendar, which replies "true" on "isBusinessDay(const Date&)"
>> only on weekends and on the dates which i previously added.

>
> Look in <ql/time/calendars/bespokecalendar.hpp>.
>
> Luigi
>
>

Hello
and thank you for the hint,
although it seems to me that BespokeCalendar
bases it's isBusinessDay() and therefore also
it's isHoliday() on the weekday of a date alone:

<bespokecalendar.cpp, line 36>
bool BespokeCalendar::Impl::isBusinessDay(const Date& date) const {
         return !isWeekend(date.weekday());
     }

So e.g. every Monday or every Wednesday would appear as a  
holiday/businessday,
but not just specific days defined by year;month;day, or am i wrong on  
this?

Best regards,
Henner Heck

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[Luigi Ballabio]

On Mon, 2010-12-20 at 15:20 +0100, Henner Heck wrote:

> [...] it seems to me that BespokeCalendar
> bases it's isBusinessDay() and therefore also
> it's isHoliday() on the weekday of a date alone:
>
> <bespokecalendar.cpp, line 36>
> bool BespokeCalendar::Impl::isBusinessDay(const Date& date) const {
>          return !isWeekend(date.weekday());
>      }
>
> So e.g. every Monday or every Wednesday would appear as a  
> holiday/businessday,
> but not just specific days defined by year;month;day, or am i wrong on  
> this?

Right as far as the specific implementation is concerned, but the
Calendar class wraps it with an additional search for the dates you set
with addHoliday, so you'll get those as well.

Luigi



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Hanlon's Razor:
Never attribute to malice that which is adequately explained
by stupidity.



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[Henner Heck]

Thank you, i saw the light now.  :)


> Right as far as the specific implementation is concerned, but the
> Calendar class wraps it with an additional search for the dates you set
> with addHoliday, so you'll get those as well.
>
> Luigi

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