/usr/include/ql/time/calendars/jointcalendar.hpp is in libquantlib0-dev 1.1-2build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/*
Copyright (C) 2003 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file jointcalendar.hpp
\brief Joint calendar
*/
#ifndef quantlib_joint_calendar_h
#define quantlib_joint_calendar_h
#include <ql/time/calendar.hpp>
namespace QuantLib {
//! rules for joining calendars
enum JointCalendarRule { JoinHolidays, /*!< A date is a holiday
for the joint calendar
if it is a holiday
for any of the given
calendars */
JoinBusinessDays /*!< A date is a business day
for the joint calendar
if it is a business day
for any of the given
calendars */
};
//! Joint calendar
/*! Depending on the chosen rule, this calendar has a set of
business days given by either the union or the intersection
of the sets of business days of the given calendars.
\ingroup calendars
\test the correctness of the returned results is tested by
reproducing the calculations.
*/
class JointCalendar : public Calendar {
private:
class Impl : public Calendar::Impl {
public:
Impl(const Calendar&, const Calendar&,
JointCalendarRule);
Impl(const Calendar&, const Calendar&,
const Calendar&, JointCalendarRule);
Impl(const Calendar&, const Calendar&,
const Calendar&, const Calendar&,
JointCalendarRule);
std::string name() const;
bool isWeekend(Weekday) const;
bool isBusinessDay(const Date&) const;
private:
JointCalendarRule rule_;
std::vector<Calendar> calendars_;
};
public:
JointCalendar(const Calendar&, const Calendar&,
JointCalendarRule = JoinHolidays);
JointCalendar(const Calendar&, const Calendar&,
const Calendar&,
JointCalendarRule = JoinHolidays);
JointCalendar(const Calendar&, const Calendar&,
const Calendar&, const Calendar&,
JointCalendarRule = JoinHolidays);
};
}
#endif
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