Uses of Class
com.quantfinlib.rates.BusinessCalendar

Packages that use BusinessCalendar

Package	Description
com.quantfinlib.credit	Credit curves, CDS pricing and credit spreads.
com.quantfinlib.fx	FX market conventions and instruments, from spot dates to NDFs.
com.quantfinlib.rates	Fixed income: curves, bonds, swaps, day counts and calendars, with market conventions.

Uses of BusinessCalendar in com.quantfinlib.credit

Methods in com.quantfinlib.credit that return BusinessCalendar

Modifier and Type	Method	Description
BusinessCalendar	IsdaCdsModel.Conventions.calendar()	Returns the value of the calendar record component.

Methods in com.quantfinlib.credit with parameters of type BusinessCalendar

Modifier and Type	Method	Description
static LocalDate	IsdaCdsModel.accrualStartDate(LocalDate stepInDate, BusinessCalendar calendar)	Accrual start on a holiday calendar: the last IMM date, adjusted following on calendar, on or before the step-in date.
static IsdaCurve	IsdaRateCurve.bootstrapSwaps(LocalDate tradeDate, List<IsdaRateCurve.Swap> swaps, BusinessCalendar calendar)	Bootstraps the swap-only zero curve.
static IsdaCdsModel.Conventions	IsdaCdsModel.Conventions.of(BusinessCalendar calendar)	Conventions with a holiday calendar and no half-day adjustment.
static double	IsdaRateCurve.parSwapValue(IsdaCurve curve, LocalDate tradeDate, IsdaRateCurve.Swap swap, BusinessCalendar calendar)	Value per unit notional of a receive-fixed swap on curve under the conventions above, including the notional exchange: zero for a quote the curve was bootstrapped from.
static List<IsdaCdsModel.Period>	IsdaCdsModel.schedule(IsdaCdsModel.Contract c, BusinessCalendar calendar)	The coupon schedule with accrual and payment dates adjusted following on a holiday calendar.
static IsdaCdsModel.Contract	IsdaCdsModel.standardContract(LocalDate tradeDate, int tenorYears, double coupon, double recovery, BusinessCalendar calendar)	A standard contract with settlement and accrual start adjusted on a holiday calendar.

Constructors in com.quantfinlib.credit with parameters of type BusinessCalendar

Modifier	Constructor	Description
	Conventions(BusinessCalendar calendar, boolean halfDayAccrual)	Validates the calendar.

Uses of BusinessCalendar in com.quantfinlib.fx

Methods in com.quantfinlib.fx that return BusinessCalendar

Modifier and Type	Method	Description
BusinessCalendar	CurrencyPair.baseCalendar()	The base currency's own holiday calendar (single-center conventions).
BusinessCalendar	CurrencyPair.quoteCalendar()	The quote currency's own holiday calendar — e.g. the restricted currency's local calendar that NDF fixing conventions count in.

Methods in com.quantfinlib.fx with parameters of type BusinessCalendar

Modifier and Type	Method	Description
static CurrencyPair	CurrencyPair.custom(String base, String quote, double pipSize, int pricePrecision, int spotLagDays, BusinessCalendar baseCalendar, BusinessCalendar quoteCalendar)	Fully custom conventions (exotic pairs, onshore fixings, tests).
CurrencyPair	CurrencyPair.withCalendars(BusinessCalendar baseCalendar, BusinessCalendar quoteCalendar)	Same conventions with real holiday calendars for each currency's center.

Uses of BusinessCalendar in com.quantfinlib.rates

Methods in com.quantfinlib.rates that return BusinessCalendar

Modifier and Type	Method	Description
static BusinessCalendar	HolidayCalendars.calendar(HolidayCalendars.Market market, int fromYear, int toYear)	A business calendar for a market, holidays generated for every year in [fromYear, toYear].
BusinessCalendar	InterestRateSwap.calendar()	Returns the value of the calendar record component.
BusinessCalendar	LegConvention.calendar()	Returns the value of the calendar record component.
BusinessCalendar	OisSwap.calendar()	Returns the value of the calendar record component.
BusinessCalendar	BusinessCalendar.union(BusinessCalendar other)	The joint calendar of two trading centers: a day is a business day only when it is one in both (holiday sets union).
static BusinessCalendar	BusinessCalendar.weekendsOnly()
static BusinessCalendar	BusinessCalendar.withHolidays(LocalDate... holidays)
static BusinessCalendar	BusinessCalendar.withHolidays(Set<LocalDate> holidays)

Methods in com.quantfinlib.rates with parameters of type BusinessCalendar

Modifier and Type	Method	Description
static double	DayCount.bus252(BusinessCalendar calendar, LocalDate start, LocalDate end)	BUS/252: business days d with start <= d < end on calendar, divided by 252 (Brazilian DI and government bond convention, ANBIMA).
static double	RatesOptions.capFloor(DiscountCurve discount, DiscountCurve projection, LocalDate start, LocalDate end, int paymentsPerYear, DayCount dayCount, BusinessCalendar calendar, BusinessCalendar.Roll roll, double strike, double vol, boolean cap, RatesOptions.VolModel model)	Cap (or floor) on the projection index over the adjusted schedule from start to end: caplet j pays tau_j max(F_j - K, 0) at t_j, F_j the projection forward on its accrual period, fixing at the period start, discounted on discount.
static LegConvention	LegConvention.of(int paymentsPerYear, DayCount dayCount, BusinessCalendar calendar, BusinessCalendar.Roll roll)	A convention with a short front stub, no end-of-month rule and no payment lag.
static LocalDate	BondPricer.settlementDate(LocalDate tradeDate, int lagDays, BusinessCalendar calendar)	Settlement date from a trade date and settlement lag (e.g.
BusinessCalendar	BusinessCalendar.union(BusinessCalendar other)	The joint calendar of two trading centers: a day is a business day only when it is one in both (holiday sets union).

Constructors in com.quantfinlib.rates with parameters of type BusinessCalendar

Modifier	Constructor	Description
	InterestRateSwap(LocalDate start, LocalDate end, double fixedRate, int fixedPerYear, DayCount fixedDayCount, int floatPerYear, DayCount floatDayCount, BusinessCalendar calendar, BusinessCalendar.Roll roll)	Creates an instance of a InterestRateSwap record class.
	LegConvention(int paymentsPerYear, DayCount dayCount, BusinessCalendar calendar, BusinessCalendar.Roll roll, BusinessCalendar.StubType stub, boolean endOfMonth, int paymentLagDays)	Validates the fields.
	OisSwap(LocalDate start, LocalDate end, double fixedRate, int paymentsPerYear, DayCount dayCount, BusinessCalendar calendar, BusinessCalendar.Roll roll)	Creates an instance of a OisSwap record class.