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QuantLib_Canada
Langue: en
Version: 373349 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::Canada -Canadian calendar.
SYNOPSIS
#include <ql/time/calendars/canada.hpp>
Inherits QuantLib::Calendar.
Public Types
enum Market { Settlement, TSX }
Public Member Functions
Canada (Market market=Settlement)
Detailed Description
Canadian calendar.
Banking holidays (data from <http://www.bankofcanada.ca/en/about/holiday.html>):
- *
- Saturdays
- *
- Sundays
- *
- New Year's Day, January 1st (possibly moved to Monday)
- *
- Family Day, third Monday of February (since 2008)
- *
- Good Friday
- *
- Victoria Day, the Monday on or preceding May 24th
- *
- Canada Day, July 1st (possibly moved to Monday)
- *
- Provincial Holiday, first Monday of August
- *
- Labour Day, first Monday of September
- *
- Thanksgiving Day, second Monday of October
- *
- Remembrance Day, November 11th (possibly moved to Monday)
- *
- Christmas, December 25th (possibly moved to Monday or Tuesday)
- *
- Boxing Day, December 26th (possibly moved to Monday or Tuesday)
Holidays for the Toronto stock exchange (data from <http://www.tsx.com/en/about_tsx/market_hours.html>):
- *
- Saturdays
- *
- Sundays
- *
- New Year's Day, January 1st (possibly moved to Monday)
- *
- Family Day, third Monday of February (since 2008)
- *
- Good Friday
- *
- Victoria Day, the Monday on or preceding May 24th
- *
- Canada Day, July 1st (possibly moved to Monday)
- *
- Provincial Holiday, first Monday of August
- *
- Labour Day, first Monday of September
- *
- Thanksgiving Day, second Monday of October
- *
- Christmas, December 25th (possibly moved to Monday or Tuesday)
- *
- Boxing Day, December 26th (possibly moved to Monday or Tuesday)
Member Enumeration Documentation
enum Market
Enumerator:
- Settlement
- generic settlement calendar
- TSX
- Toronto stock exchange calendar.
Author
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