Calendars#

AuctionCalendar

Class representing auction calendar objects as part of the instrument hierarchy within the framework.

BusinessDayConvention

Enumeration for business day conventions.

CustomCalendar

Class providing business day and holiday utility methods.

EconomicCalendar

Class representing economic calendar objects as part of the instrument hierarchy within the framework.

HolidayCalendar

Class representing holiday calendar objects as part of the instrument hierarchy within the framework.

ModifiedHolidayCalendar

Class representing a modified HolidayCalendar object, consisting of the original calendar plus some extra holidays added and/or removed