LargeJointCalendar Class Reference

Large Joint calendar. More...

#include <qle/calendars/largejointcalendar.hpp>

Inheritance diagram for LargeJointCalendar:

Public Member Functions
	LargeJointCalendar (const std::vector< QuantLib::Calendar > &, QuantLib::JointCalendarRule=QuantLib::JoinHolidays)

Detailed Description

Large Joint calendar.

Similar to QuantLib's "JointCalendar" but allows a larger number of underlying calendars.

Tests:

the correctness of the returned results is tested by reproducing the calculations.