diff --git a/LICENSE b/LICENSE
new file mode 100644
--- /dev/null
+++ b/LICENSE
@@ -0,0 +1,165 @@
+ GNU LESSER GENERAL PUBLIC LICENSE
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diff --git a/Setup.hs b/Setup.hs
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--- /dev/null
+++ b/Setup.hs
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+#!/usr/bin/env runhaskell
+
+import Distribution.Simple
+import System.Cmd
+
+main = defaultMain
diff --git a/hquantlib-time.cabal b/hquantlib-time.cabal
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+++ b/hquantlib-time.cabal
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+name: hquantlib-time
+version: 0.0.4.0
+license: LGPL
+license-file: LICENSE
+author: Pavel Ryzhov
+maintainer: Pavel Ryzhov
+category: Finance
+synopsis: HQuantLib Time is a business calendar functions extracted from HQuantLib
+description: HQuantLib is intended to be a functional style port of QuantLib (http://quantlib.org)
+build-type: Simple
+stability: alpha
+homepage: http://github.com/paulrzcz/hquantlib-time.git
+cabal-version: >= 1.18.0
+
+source-repository head
+ type: git
+ location: https://github.com/paulrzcz/hquantlib-time.git
+
+source-repository this
+ type: git
+ location: https://github.com/paulrzcz/hquantlib-time.git
+ tag: 0.0.4.0
+
+flag optimize
+ description : Enable optimizations for library and benchmarks
+ default : True
+
+library
+ default-language: Haskell2010
+ exposed-modules:
+ QuantLib.Time
+
+ other-modules:
+ QuantLib.Time.Date
+ QuantLib.Time.DayCounter
+
+ build-depends:
+ base >3 && <5,
+ time >= 1.4.0.0 && < 1.9.0.0
+
+ hs-source-dirs: src
+ ghc-options: -Wall
+ if flag(optimize)
+ ghc-options: -funbox-strict-fields -O2 -fspec-constr -fdicts-cheap
diff --git a/src/QuantLib/Time.hs b/src/QuantLib/Time.hs
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--- /dev/null
+++ b/src/QuantLib/Time.hs
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+module QuantLib.Time
+ ( module QuantLib.Time.Date
+ , module QuantLib.Time.DayCounter
+ ) where
+
+import QuantLib.Time.Date
+import QuantLib.Time.DayCounter
+
diff --git a/src/QuantLib/Time/Date.hs b/src/QuantLib/Time/Date.hs
new file mode 100644
--- /dev/null
+++ b/src/QuantLib/Time/Date.hs
@@ -0,0 +1,60 @@
+module QuantLib.Time.Date
+ ( module QuantLib.Time.Date
+ ) where
+
+import Data.Time
+import Data.Time.Calendar.WeekDate
+
+{- | Business Day conventions
+ - These conventions specify the algorithm used to adjust a date in case it is not a valid business day.
+ -}
+data BusinessDayConvention = Following
+ | ModifiedFollowing
+ | Preceding
+ | ModifiedPreceding
+ | Unadjusted
+ deriving (Show, Eq, Enum)
+
+-- | Week days
+data WeekDay = Monday | Tuesday | Wednesday | Thursday | Friday | Saturday | Sunday
+ deriving (Show, Eq, Enum)
+
+-- | Date
+type Date = Day
+
+-- | Defines a holidays for given calendar. Corresponds to calendar class in QuantLib
+class Holiday m where
+ isHoliday :: m->(Integer, Int, Int)->Bool
+
+ isBusinessDay :: m->Date->Bool
+ isBusinessDay m d = not (isHoliday m $ toGregorian d)
+
+ hBusinessDayBetween :: m->(Date, Date)->Int
+ hBusinessDayBetween m (fd, td) = foldl countDays 0 listOfDates
+ where countDays counter x = counter + fromEnum (isBusinessDay m x)
+ listOfDates = getDaysBetween (fd, td)
+
+-- | Gets a week day
+getWeekDay :: Date->WeekDay
+getWeekDay d = toEnum (weekDay - 1)
+ where (_, _, weekDay) = toWeekDate d
+
+-- | Generate a list of all dates inbetween
+getDaysBetween :: (Day, Day) -> [Day]
+getDaysBetween (fd, td) = reverse $ generator fd []
+ where generator date x
+ | date < td = generator nextDate (nextDate : x)
+ | otherwise = x
+ where nextDate = addDays 1 date
+
+-- | Checks if the day is a weekend, i.e. Saturday or Sunday
+isWeekEnd :: Date->Bool
+isWeekEnd d = (weekday == Saturday) || (weekday == Sunday)
+ where weekday = getWeekDay d
+
+-- | Gets the next working day
+getNextBusinessDay :: Holiday a => a->Date->Date
+getNextBusinessDay m d
+ | isBusinessDay m nextDay = nextDay
+ | otherwise = getNextBusinessDay m nextDay
+ where nextDay = addDays 1 d
diff --git a/src/QuantLib/Time/DayCounter.hs b/src/QuantLib/Time/DayCounter.hs
new file mode 100644
--- /dev/null
+++ b/src/QuantLib/Time/DayCounter.hs
@@ -0,0 +1,60 @@
+module QuantLib.Time.DayCounter
+ ( module QuantLib.Time.DayCounter
+ ) where
+
+import QuantLib.Time.Date
+import Data.Time.Calendar
+
+-- | Day counter type class
+class DayCounter m where
+ -- | Name of day counter
+ dcName :: m->String
+ -- | Number of business days inbetween
+ dcCount :: m->Date->Date->Int
+ -- | Year fraction
+ dcYearFraction :: m->Date->Date->Double
+
+{-
+data SimpleDayCounter = SimpleDayCounter
+
+instance DayCounter SimpleDayCounter where
+ dcName _ = "Simple"
+ dcCount = undefined
+ dcYearFraction = undefined
+-}
+
+-- | Thirty day counters as in QuantLib
+data Thirty360 = ThirtyUSA | ThirtyEuropean | ThirtyItalian
+
+instance DayCounter Thirty360 where
+ dcName ThirtyUSA = "Thirty USA"
+ dcName ThirtyEuropean = "Thirty Euro"
+ dcName ThirtyItalian = "Thirty Italian"
+
+ dcYearFraction dc fromDate toDate = fromIntegral (dcCount dc fromDate toDate) / 360.0
+
+ dcCount ThirtyUSA fd td = 360*(yy2-yy1) + 30*(mm2-mm1-1) + max 0 (30-dd1) + min 30 dd2
+ where (yy1, mm1, dd1) = intGregorian fd
+ (yy2, m2, d2) = intGregorian td
+ (dd2, mm2) = adjust dd1 d2 m2
+ adjust x1 x2 z2
+ | x2 == 31 && x1 < 30 = (1, z2+1)
+ | otherwise = (x2, z2)
+
+
+ dcCount ThirtyEuropean fd td = 360*(yy2-yy1) + 30*(m2-m1-1) + max 0 (30-d1) + min 30 d2
+ where (yy1, m1, d1) = intGregorian fd
+ (yy2, m2, d2) = intGregorian td
+
+ dcCount ThirtyItalian fd td = 360*(yy2-yy1) + 30*(mm2-mm1-1) + max 0 (30-dd1) + min 30 dd2
+ where (yy1, mm1, d1) = intGregorian fd
+ (yy2, mm2, d2) = intGregorian td
+ dd1 = adjust d1 mm1
+ dd2 = adjust d2 mm2
+ adjust x1 z1
+ | z1 == 2 && x1 > 27 = 30
+ | otherwise = x1
+
+intGregorian :: Day -> (Int, Int, Int)
+intGregorian date = (fromIntegral y, m, d)
+ where (y, m, d) = toGregorian date