Class: Simcalendar class is a class to created simulation data structure for a valuing derivatives.

For a list of all members of this type, see simcalendar Members.

System.Object
   SimCalendar.simcalendar

Thread Safety

Public static (Shared in Visual Basic) members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.

Remarks

License: Copyright (C) 2004 Joe Wayne Byers Written by: Joe Wayne Byers, PhD Financial Systems and Economic Analytics, Limited 3602 S 7t4th W. Ct. Tulsa, OK 74107 (918) 445-9224 Financial.Seal@cox.net Contribution accepted to facility program maintenance and enhancement. Send check or money orders to address above. This library is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation; either version 2.1 of the License, or (at your option) any later version. This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details. You should have received a copy of the GNU Lesser General Public License along with this library; if not, write to the Free Software Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA Please email changes and enhancements to Financial.Seal@cox.net include name and email for developer recognition. Notes: only daily works, need to build monthly hourly yearly qtrly

Example

            create a simulation calendar
        Public simcal As New SimCalendar.simcalendar

            must set dates before assigning type so the calendar struct can be redimensioned
         simcal.firstdate = storage_dynamic.dates.transactiondate
         simcal.lastdate = storage_static.enddate
         simcal.caltype = "Daily"
         simcal.holiday = curve.holiday 'must be set before or the holidays are left as nothing
         simcal.commodityType = "NG"
         simcal.setLastTradeDate()
         simcal.setSeasons()

Requirements

Namespace: SimCalendar

Assembly: SimCalendar (in SimCalendar.dll)

See Also

simcalendar Members | SimCalendar Namespace

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