1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2003 RiskMap srl
5 Copyright (C) 2007 StatPro Italia srl
6
7 This file is part of QuantLib, a free-software/open-source library
8 for financial quantitative analysts and developers - http://quantlib.org/
9
10 QuantLib is free software: you can redistribute it and/or modify it
11 under the terms of the QuantLib license. You should have received a
12 copy of the license along with this program; if not, please email
13 <quantlib-dev@lists.sf.net>. The license is also available online at
14 <http://quantlib.org/license.shtml>.
15
16 This program is distributed in the hope that it will be useful, but WITHOUT
17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18 FOR A PARTICULAR PURPOSE. See the license for more details.
19*/
20
21/*! \file nullcalendar.hpp
22 \brief Calendar for reproducing theoretical calculations
23*/
24
25#ifndef quantlib_null_calendar_hpp
26#define quantlib_null_calendar_hpp
27
28#include <ql/time/calendar.hpp>
29
30namespace QuantLib {
31
32 //! %Calendar for reproducing theoretical calculations.
33 /*! This calendar has no holidays. It ensures that dates at
34 whole-month distances have the same day of month.
35
36 \ingroup calendars
37 */
38 class NullCalendar : public Calendar {
39 private:
40 class Impl final : public Calendar::Impl {
41 public:
42 std::string name() const override { return "Null"; }
43 bool isWeekend(Weekday) const override { return false; }
44 bool isBusinessDay(const Date&) const override { return true; }
45 };
46 public:
47 NullCalendar() {
48 impl_ = ext::shared_ptr<Calendar::Impl>(new NullCalendar::Impl);
49 }
50 };
51
52}
53
54
55#endif
56

source code of quantlib/ql/time/calendars/nullcalendar.hpp