Examples of org.jquantlib.time.Calendar$Impl

org.jquantlib.time.Calendar
This class provides methods for determining whether a date is a business day or a holiday for a given market, and for incrementing/decrementing a date of a given number of business days.
A calendar should be defined for specific exchange holiday schedule or for general country holiday schedule. Legacy city holiday schedule calendars will be moved to the exchange/country convention. @author Richard Gomes

     * @warning term structures initialized by means of this
     *          constructor must manage their own reference date
     *          by overriding the referenceDate() method.
     */
    public BlackVolTermStructure() {
        this(new Calendar(), BusinessDayConvention.Following, new DayCounter());
    }

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    /**
     *  initialize with a fixed reference date
     */
    public BlackVolTermStructure(final Date referenceDate) {
        this(referenceDate, new Calendar(), BusinessDayConvention.Following, new DayCounter());
    }

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     * @warning term structures initialized by means of this
     *          constructor must manage their own reference date
     *          by overriding the referenceDate() method.
     */
    public BlackVolatilityTermStructure() {
        super(new Calendar(), BusinessDayConvention.Following, new DayCounter());
    }

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    /**
     * Initialize with a fixed reference date
     */
    public BlackVolatilityTermStructure(final Date referenceDate) {
        super(referenceDate, new Calendar(), BusinessDayConvention.Following, new DayCounter());
    }

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        final Date[] dates,
      final double[] discounts, 
      final DayCounter dc,
      final Calendar calendar, 
      final Interpolator interpolator) {
    super(dates[0], calendar==null ? new Calendar() : calendar, dc);
    
    QL.validateExperimentalMode();
    QL.require(classI!=null, "Generic type for Interpolation is null");
        this.classI = classI;

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    protected InterpolatedDiscountCurve(
            final Class<I> classI,
            final Date referenceDate,
            final DayCounter dc,
            final Interpolator interpolator) {
        super(referenceDate, new Calendar(), dc);
        QL.validateExperimentalMode();


    QL.require(classI!=null, "Generic type for Interpolation is null");
        this.classI = classI;
        this.interpolator = interpolator==null ? constructInterpolator(classI) : interpolator;

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            final Class<I> classI,
        final /*@Natural*/ int settlementDays,
            final Calendar calendar,
            final DayCounter dc,
            final Interpolator interpolator) {
        super(settlementDays, new Calendar(), dc);
        QL.validateExperimentalMode();


        QL.require(classI!=null, "Generic type for Interpolation is null");
        this.classI = classI;
        this.interpolator = interpolator==null ? constructInterpolator(classI) : interpolator;

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     * @warning term structures initialized by means of this
     *          constructor must manage their own reference date
     *          by overriding the referenceDate() method.
     */
    public BlackVarianceTermStructure() {
        this(new Calendar(), BusinessDayConvention.Following, new DayCounter());
    }

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    /**
     *  initialize with a fixed reference date
     */
    public BlackVarianceTermStructure(final Date referenceDate) {
        this(referenceDate, new Calendar(), BusinessDayConvention.Following, new DayCounter());
    }

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     * @warning term structures initialized by means of this
     *          constructor must manage their own reference date
     *          by overriding the referenceDate() method.
     */
    public LocalVolTermStructure() {
        this(new Calendar(), BusinessDayConvention.Following, new DayCounter());
    }

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