quantlibnode/src/calendar.hpp at master · quantjin/quantlibnode · GitHub

History

382 lines (268 loc) · 6.88 KB

Raw

100

101

102

103

104

105

106

107

108

109

110

111

112

113

114

115

116

117

118

119

120

121

122

123

124

125

126

127

128

129

130

131

132

133

134

135

136

137

138

139

140

141

142

143

144

145

146

147

148

149

150

151

152

153

154

155

156

157

158

159

160

161

162

163

164

165

166

167

168

169

170

171

172

173

174

175

176

177

178

179

180

181

182

183

184

185

186

187

188

189

190

191

192

193

194

195

196

197

198

199

200

201

202

203

204

205

206

207

208

209

210

211

212

213

214

215

216

217

218

219

220

221

222

223

224

225

226

227

228

229

230

231

232

233

234

235

236

237

238

239

240

241

242

243

244

245

246

247

248

249

250

251

252

253

254

255

256

257

258

259

260

261

262

263

264

265

266

267

268

269

270

271

272

273

274

275

276

277

278

279

280

281

282

283

284

285

286

287

288

289

290

291

292

293

294

295

296

297

298

299

300

301

302

303

304

305

306

307

308

309

310

311

312

313

314

315

316

317

318

319

320

321

322

323

324

325

326

327

328

329

330

331

332

333

334

335

336

337

338

339

340

341

342

343

344

345

346

347

348

349

350

351

352

353

354

355

356

357

358

359

360

361

362

363

364

365

366

367

368

369

370

371

372

373

374

375

376

377

378

379

380

381

382

#ifndef calendar_h

#define calendar_h

#include <nan.h>

#include <string>

#include <queue>

#include <utility>

#include "../quantlibnode.hpp"

#include <oh/objecthandler.hpp>

using namespace node;

using namespace v8;

using namespace std;

class CalendarHolidayListWorker : public Nan::AsyncWorker {

public:

string mCalendar;

ObjectHandler::property_t mFromDate;

ObjectHandler::property_t mToDate;

bool mIncludeWeekEnds;

std::vector<long> mReturnValue;

string mError;

CalendarHolidayListWorker(

Nan::Callback *callback

,string Calendar

,ObjectHandler::property_t FromDate

,ObjectHandler::property_t ToDate

,bool IncludeWeekEnds

Nan::AsyncWorker(callback)

,mCalendar(Calendar)

,mFromDate(FromDate)

,mToDate(ToDate)

,mIncludeWeekEnds(IncludeWeekEnds)

{

};

//~CalendarHolidayListWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CalendarNameWorker : public Nan::AsyncWorker {

public:

string mCalendar;

string mReturnValue;

string mError;

CalendarNameWorker(

Nan::Callback *callback

,string Calendar

Nan::AsyncWorker(callback)

,mCalendar(Calendar)

{

};

//~CalendarNameWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CalendarIsBusinessDayWorker : public Nan::AsyncWorker {

public:

string mCalendar;

std::vector<ObjectHandler::property_t> mDate;

std::vector<bool> mReturnValue;

string mError;

CalendarIsBusinessDayWorker(

Nan::Callback *callback

,string Calendar

,std::vector<ObjectHandler::property_t> Date

Nan::AsyncWorker(callback)

,mCalendar(Calendar)

,mDate(Date)

{

};

//~CalendarIsBusinessDayWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CalendarIsHolidayWorker : public Nan::AsyncWorker {

public:

string mCalendar;

std::vector<ObjectHandler::property_t> mDate;

std::vector<bool> mReturnValue;

string mError;

CalendarIsHolidayWorker(

Nan::Callback *callback

,string Calendar

,std::vector<ObjectHandler::property_t> Date

Nan::AsyncWorker(callback)

,mCalendar(Calendar)

,mDate(Date)

{

};

//~CalendarIsHolidayWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CalendarIsEndOfMonthWorker : public Nan::AsyncWorker {

public:

string mCalendar;

std::vector<ObjectHandler::property_t> mDate;

std::vector<bool> mReturnValue;

string mError;

CalendarIsEndOfMonthWorker(

Nan::Callback *callback

,string Calendar

,std::vector<ObjectHandler::property_t> Date

Nan::AsyncWorker(callback)

,mCalendar(Calendar)

,mDate(Date)

{

};

//~CalendarIsEndOfMonthWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CalendarEndOfMonthWorker : public Nan::AsyncWorker {

public:

string mCalendar;

std::vector<ObjectHandler::property_t> mDate;

std::vector<long> mReturnValue;

string mError;

CalendarEndOfMonthWorker(

Nan::Callback *callback

,string Calendar

,std::vector<ObjectHandler::property_t> Date

Nan::AsyncWorker(callback)

,mCalendar(Calendar)

,mDate(Date)

{

};

//~CalendarEndOfMonthWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CalendarAddHolidayWorker : public Nan::AsyncWorker {

public:

string mCalendar;

ObjectHandler::property_t mDate;

string mError;

CalendarAddHolidayWorker(

Nan::Callback *callback

,string Calendar

,ObjectHandler::property_t Date

Nan::AsyncWorker(callback)

,mCalendar(Calendar)

,mDate(Date)

{

};

//~CalendarAddHolidayWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CalendarRemoveHolidayWorker : public Nan::AsyncWorker {

public:

string mCalendar;

ObjectHandler::property_t mDate;

string mError;

CalendarRemoveHolidayWorker(

Nan::Callback *callback

,string Calendar

,ObjectHandler::property_t Date

Nan::AsyncWorker(callback)

,mCalendar(Calendar)

,mDate(Date)

{

};

//~CalendarRemoveHolidayWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CalendarAdjustWorker : public Nan::AsyncWorker {

public:

string mCalendar;

std::vector<ObjectHandler::property_t> mDate;

string mBusinessDayConvention;

std::vector<long> mReturnValue;

string mError;

CalendarAdjustWorker(

Nan::Callback *callback

,string Calendar

,std::vector<ObjectHandler::property_t> Date

,string BusinessDayConvention

Nan::AsyncWorker(callback)

,mCalendar(Calendar)

,mDate(Date)

,mBusinessDayConvention(BusinessDayConvention)

{

};

//~CalendarAdjustWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CalendarAdvanceWorker : public Nan::AsyncWorker {

public:

string mCalendar;

ObjectHandler::property_t mStartDate;

std::vector<ObjectHandler::property_t> mPeriod;

string mBusinessDayConvention;

bool mEndOfMonth;

std::vector<long> mReturnValue;

string mError;

CalendarAdvanceWorker(

Nan::Callback *callback

,string Calendar

,ObjectHandler::property_t StartDate

,std::vector<ObjectHandler::property_t> Period

,string BusinessDayConvention

,bool EndOfMonth

Nan::AsyncWorker(callback)

,mCalendar(Calendar)

,mStartDate(StartDate)

,mPeriod(Period)

,mBusinessDayConvention(BusinessDayConvention)

,mEndOfMonth(EndOfMonth)

{

};

//~CalendarAdvanceWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CalendarBusinessDaysBetweenWorker : public Nan::AsyncWorker {

public:

string mCalendar;

std::vector<ObjectHandler::property_t> mFirstDate;

ObjectHandler::property_t mLastDate;

bool mIncludeFirst;

bool mIncludeLast;

std::vector<long> mReturnValue;

string mError;

CalendarBusinessDaysBetweenWorker(

Nan::Callback *callback

,string Calendar

,std::vector<ObjectHandler::property_t> FirstDate

,ObjectHandler::property_t LastDate

,bool IncludeFirst

,bool IncludeLast

Nan::AsyncWorker(callback)

,mCalendar(Calendar)

,mFirstDate(FirstDate)

,mLastDate(LastDate)

,mIncludeFirst(IncludeFirst)

,mIncludeLast(IncludeLast)

{

};

//~CalendarBusinessDaysBetweenWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

#endif

quantlibnode/src/calendar.hpp at master · quantjin/quantlibnode · GitHub

Expand file tree

Breadcrumbs

calendar.hpp

Latest commit

History

Breadcrumbs

calendar.hpp

File metadata and controls