Building BespokeCalendar objects from Summit calendar files

• COMP is the Computed calendar names, the files contain the names of the components calendars.
• NOTCOMP Not computed (basic calendars) containing all the holidays
• WK the weekdays for the NOTCOMP calendars.

There are 661 small text files used to describe the Summit calendars. These are generated from the output of a DePfa Summit utility cdatrep.

The interface is

  QuantLib::Calendar cal = eepgwde::Summit::Q::instance().make(&cal, std::string("LOT"));

This returns a JointCalendar of two BespokeCalendar objects. The cal.name() is then

QuantLib::Calendar::JoinHolidays(EUR, LON)

The Summit calendar called LPB is this one.

QuantLib::Calendar::JoinHolidays(JoinHolidays(JoinHolidays(JoinHolidays(JoinHolidays(BRU, DUB), EUR), LON), LUX), PAR)