Overrides applied to a named ORE calendar. More...

#include <calendar_adjustment.hpp>

Collaboration diagram for calendar_adjustment:

Public Attributes
int	version = 0
	Version number for optimistic locking and change tracking.

utility::uuid::tenant_id	tenant_id = utility::uuid::tenant_id::system()
	Tenant identifier for multi-tenancy isolation.

std::string	calendar_name
	ORE calendar name (e.g. "DKK", "Japan", "CHF", "XNYS").

std::optional< std::string >	base_calendar
	Optional base calendar this one derives from.

std::vector< std::string >	additional_holidays
	Dates to treat as holidays in addition to the built-in rules.

std::vector< std::string >	additional_business_days
	Dates to treat as business days despite the built-in rules.

std::string	modified_by
	Username of the person who recorded this version in the system.

std::string	change_reason_code
	Code identifying the reason for the change.

std::string	change_commentary
	Free-text commentary explaining the change.

std::string	performed_by
	Username of the account that performed this operation.

std::chrono::system_clock::time_point	recorded_at
	Timestamp when this version of the record was recorded.

Detailed Description

Overrides applied to a named ORE calendar.

ORE ships built-in holiday calendars (identified by ISO currency code, country code, or exchange MIC). A calendar adjustment patches one of those built-in calendars with institution- or date-specific exceptions: additional holidays (dates that would normally be business days) and additional business days (dates that would normally be holidays).

The calendar_name corresponds to the ORE name attribute on the <Calendar> element (e.g. "DKK", "Japan", "CHF", "XNYS").

Dates are stored as ISO-8601 strings ("YYYY-MM-DD") verbatim from the source file to preserve exact round-trip fidelity.

Member Data Documentation

◆ calendar_name

std::string calendar_name

ORE calendar name (e.g. "DKK", "Japan", "CHF", "XNYS").

This is the natural key; the name matches the ORE name attribute and maps to a QuantLib calendar identifier within the ORE engine.

◆ base_calendar

std::optional<std::string> base_calendar

Optional base calendar this one derives from.

When present, the adjusted calendar inherits all holidays from the named base calendar before applying the additional overrides.

◆ additional_holidays

std::vector<std::string> additional_holidays

Dates to treat as holidays in addition to the built-in rules.

Each entry is an ISO-8601 date string ("YYYY-MM-DD").

◆ additional_business_days

std::vector<std::string> additional_business_days

Dates to treat as business days despite the built-in rules.