Calendar.chs

module QuantLib.Time.Calendar
  (
    JointCalendarRule(..)
  , CalendarConstructor(..)

  , Calendar
  , calendar
  , adjust
  , advance
  , addHoliday
  , businessDaysBetween
  , endOfMonth
  , isBusinessDay
  , isEndOfMonth
  , isHoliday
  , isWeekend
  , removeHoliday
  , holidays
  , BusinessDayConvention(..)
  ) where
import QuantLib.Internal
import QuantLib.Internal.Type
{#import QuantLib.Time.Date#}(Weekday)
import QuantLib.Internal.Enum
import QuantLib.Internal.CalendarEnum

#include "qlTypesC2HS.h"
#include "qlEnumC2HS.h"
#include "qlEnumObjects.h"

#include "ql.h"

{#pointer *Calendar foreign -> CCalendar nocode#}

{#enum BusinessDayConvention{} deriving(Show, Eq)#}

-- |Constructs the calendar for the given country, with an optional market variant.
{#fun qlCalendar{`Int',`Int',preErrorCheck-`String'errorCheck*-}->`Calendar'peekCalendar*#}

calendar :: CalendarConstructor -> IO Calendar
calendar (Bespoke n w) = qlBespokeCalendar n w
calendar (Joint2 c1 c2 r) = qlJointCalendar2 c1 c2 r
calendar (Joint3 c1 c2 c3 r) = qlJointCalendar3 c1 c2 c3 r
calendar (Joint4 c1 c2 c3 c4 r) = qlJointCalendar4 c1 c2 c3 c4 r
calendar x = uncurry qlCalendar $ mapCalendar x

-- |Adjusts a non-business day to the appropriate near business day with respect to the given convention
{#fun qlCalendarAdjust as adjust{withCalendar*`Calendar',withDay*`Day',`BusinessDayConvention'}->`Day'toDay#}

-- |Advances the given date of the given number of business days and returns the result using business day convention and the EOM flag
{#fun qlCalendarAdvance as advance{withCalendar*`Calendar',withDay*`Day',fromEnumQuantity`(Int,TimeUnit)'&,`BusinessDayConvention',`Bool' -- ^endOfMonth
  }->`Day'toDay#}

-- |Adds a date to the set of holidays for the given calendar.
{#fun qlCalendarAddHoliday as addHoliday{withCalendar*`Calendar',withDay*`Day',preErrorCheck-`String'errorCheck*-}->`()'#}

-- |Calculates the number of business days between two given dates and returns the result.
{#fun qlCalendarBusinessDaysBetween as businessDaysBetween{withCalendar*`Calendar',withDay*`Day',withDay*`Day'
  ,`Bool' -- ^includeFirst
  ,`Bool' -- ^includeLast
  ,preErrorCheck-`String'errorCheck*-}->`Int'#}

-- |last business day of the month to which the given date belongs
{#fun qlCalendarEndOfMonth as endOfMonth{withCalendar*`Calendar',withDay*`Day',preErrorCheck-`String'errorCheck*-}->`Day'toDay#}

-- |Returns true iff the date is a business day for the given market.
{#fun qlCalendarIsBusinessDay as isBusinessDay{withCalendar*`Calendar',withDay*`Day',preErrorCheck-`String'errorCheck*-}->`Bool'#}

-- |Returns true iff the date is last business day for the month in given market.
{#fun qlCalendarIsEndOfMonth as isEndOfMonth{withCalendar*`Calendar',withDay*`Day',preErrorCheck-`String'errorCheck*-}->`Bool'#}

-- |Returns true iff the date is a holiday for the given market.
{#fun qlCalendarIsHoliday as isHoliday{withCalendar*`Calendar',withDay*`Day',preErrorCheck-`String'errorCheck*-}->`Bool'#}

-- |Returns true iff the weekday is part of the weekend for the given market.
{#fun qlCalendarIsWeekend as isWeekend{withCalendar*`Calendar',`Weekday',preErrorCheck-`String'errorCheck*-}->`Bool'#}

-- |Removes a date from the set of holidays for the given calendar.
{#fun qlCalendarRemoveHoliday as removeHoliday{withCalendar*`Calendar',withDay*`Day',preErrorCheck-`String'errorCheck*-}->`()'#}

-- |Builds a calendar with no predefined business days; the given weekdays become its weekend.
{#fun qlBespokeCalendar{`String',withEnumArray*`[Weekday]'&,preErrorCheck-`String'errorCheck*-}->`Calendar'peekCalendar*#}

-- |Combines three calendars into one whose business days are the union or intersection of theirs, per the given rule.
{#fun qlJointCalendar3{withCalendar*`Calendar',withCalendar*`Calendar',withCalendar*`Calendar',fromEnumC`JointCalendarRule',preErrorCheck-`String'errorCheck*-}->`Calendar'peekCalendar*#}

-- |Combines two calendars into one whose business days are the union or intersection of theirs, per the given rule.
{#fun qlJointCalendar2{withCalendar*`Calendar',withCalendar*`Calendar',fromEnumC`JointCalendarRule',preErrorCheck-`String'errorCheck*-}->`Calendar'peekCalendar*#}

-- |Combines four calendars into one whose business days are the union or intersection of theirs, per the given rule.
{#fun qlJointCalendar4{withCalendar*`Calendar',withCalendar*`Calendar',withCalendar*`Calendar',withCalendar*`Calendar',fromEnumC`JointCalendarRule',preErrorCheck-`String'errorCheck*-}->`Calendar'peekCalendar*#}

-- |Returns the holidays between two dates.
{#fun qlCalendarHolidayList as holidays{withCalendar*`Calendar',withDay*`Day' -- ^from
  ,withDay*`Day' -- ^to
  ,`Bool' -- ^includeWeekEnds
  ,preArray-`[Day]'&peekDayArray*,preErrorCheck-`String'errorCheck*-}->`()'#}

-- vim: set ff=unix ts=8 sts=2 sw=2 et: