ores.refdata.calendar_date

Table of Contents

One row per (calendar_code, date), produced by the calendar materialisation service instantiating a calendar template's calendar_rule / calendar_exception rows over a rolling date range, never edited by hand. Read by every consumer that needs "is date D a business day for calendar C" – the UI (calendar detail screens, the holiday-aware date picker) and ORE Studio's own tenor/schedule date-math – so the answer is consistent and never requires a live rule evaluation.

Left

QuantLib/ORE calendar token (e.g. TARGET, UnitedStates).

References ores_refdata_calendars_tbl.code (soft FK). 

std::string("TARGET")

Right

The calendar date this row describes. 

std::chrono::year_month_day{std::chrono::floor<std::chrono::days>(ctx.past_timepoint())}

Columns

is_business_day

Whether date is a business day for calendar_code – false for both weekends and holidays; the two are not distinguished here. A reader that needs to shade "weekend vs. holiday" differently gets that from re-deriving the weekend mask itself (see ores.analytics.quant's business_day_calendar_set), not from this column. 

false

source

How this row was instantiated. Soft-enum: quantlib_computed (base-less source'quantlib'= calendar, instantiated by ores.analytics.quant's batch engine) | user_adjustment (base-having source'user'= calendar: base template's materialised dates overlaid with this calendar's own calendar_exception rows) | user_defined (base-less source'user'= calendar: its calendar_exception rows copied in directly, no computation). Always shown next to any displayed date – the origin must never be implicit. 

std::string("quantlib_computed")

SQL

Flags

Repository

C++

Flags

Domain includes

#include <chrono>
#include <string>

Entity includes

#include <string>
#include "sqlgen/Timestamp.hpp"
#include "sqlgen/PrimaryKey.hpp"

Conventions

Table display

column header
calendar_code Calendar
date Date
is_business_day Business Day
source Source
modified_by Modified By
version Version

Qt

Columns (Qt model)

enum_name field header type width
Date date Date date 120
IsBusinessDay is_business_day Business Day bool 100
Source source Source string 140

See also

Emacs 29.3 (Org mode 9.6.15)