Uses of Class
com.quantfinlib.rates.BusinessCalendar

Packages that use BusinessCalendar

Package	Description
com.quantfinlib.fx	FX-specific market machinery — spot conventions through NDFs: CurrencyPair (pip/precision tables, T+1/T+2 spot lags, dual-calendar tenor dates with modified-following and end-end), SwapPointsCurve (quoted forward points → outrights, broken dates linear in days, covered-interest-parity carry), FxSwap (near/far legs, points MTM, roll cost), Ndf (fixing vs settlement lags per restricted currency, USD-settled difference amounts), FxVolSurface (delta-quoted smiles — ATM DNS, RR/BF wings, premium-adjusted delta↔strike solving), FixingRisk (WM/R-window TWAP/VWAP tracking error and participation), and the hot-path pieces: AggregatedBook (zero-alloc multi-venue BBO with venue attribution), CrossRateEngine (streaming synthetic crosses chained on the bus consumer thread), FxTierBook (per-LP size-tier ladders: sweep cost and full-amount quotes), LpScorecard (streaming last-look analytics: reject rate, hold, post-reject markout), LpRouter (expected-all-in routing that prices rejects into the decision) and SyntheticCross (direct-vs-legs execution arithmetic with spread composition).
com.quantfinlib.rates	Fixed income with real market conventions: YieldCurve (zero curve, discount factors, implied forwards, bootstrap from annual par swaps), BondPricer (price/yield, duration, convexity, DV01 — both whole-period and date-based with accrued interest), DayCount (ACT/360, ACT/365, 30/360, ACT/ACT ISDA), BusinessCalendar (holidays, roll conventions, T+n settlement, coupon schedules), ShortRateModels (Vasicek, CIR and curve-fitted Hull-White: closed-form zero-coupon bonds plus the simulation steps a rates-factor Monte Carlo needs) and KeyRateDurations (WHERE on the curve a bond's DV01 lives — per-node bumps whose slices sum back to the parallel move, tested).

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
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	BondPricer.cleanPrice(double face, double couponRate, int frequency, LocalDate settlement, LocalDate maturity, double yield, DayCount dayCount, BusinessCalendar calendar, BusinessCalendar.Roll roll)	Clean price = dirty price minus accrued interest.
static double	BondPricer.dirtyPrice(double face, double couponRate, int frequency, LocalDate settlement, LocalDate maturity, double yield, DayCount dayCount, BusinessCalendar calendar, BusinessCalendar.Roll roll)	Dirty price with real-world conventions: coupon dates generated from the maturity, payment dates rolled on the business calendar, accrual and discounting measured with the day-count convention.
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).