QuantLib_Germany

Langue: en

Autres versions - même langue

Version: 169498 (fedora - 06/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::Germany - German calendars.

SYNOPSIS


#include <ql/time/calendars/germany.hpp>

Inherits QuantLib::Calendar.

Public Types


enum Market { Settlement, FrankfurtStockExchange, Xetra, Eurex }
German calendars.

Public Member Functions


Germany (Market market=FrankfurtStockExchange)

Detailed Description

German calendars.

Public holidays:

•
Saturdays
•
Sundays
•
New Year's Day, January 1st
•
Good Friday
•
Easter Monday
•
Ascension Thursday
•
Whit Monday
•
Corpus Christi
•
Labour Day, May 1st
•
National Day, October 3rd
•
Christmas Eve, December 24th
•
Christmas, December 25th
•
Boxing Day, December 26th
•
New Year's Eve, December 31st

Holidays for the Frankfurt Stock exchange (data from http://deutsche-boerse.com/):

•
Saturdays
•
Sundays
•
New Year's Day, January 1st
•
Good Friday
•
Easter Monday
•
Labour Day, May 1st
•
Christmas' Eve, December 24th
•
Christmas, December 25th
•
Christmas Holiday, December 26th
•
New Year's Eve, December 31st

Holidays for the Xetra exchange (data from http://deutsche-boerse.com/):

•
Saturdays
•
Sundays
•
New Year's Day, January 1st
•
Good Friday
•
Easter Monday
•
Labour Day, May 1st
•
Christmas' Eve, December 24th
•
Christmas, December 25th
•
Christmas Holiday, December 26th
•
New Year's Eve, December 31st

Holidays for the Eurex exchange (data from http://www.eurexchange.com/index.html):

•
Saturdays
•
Sundays
•
New Year's Day, January 1st
•
Good Friday
•
Easter Monday
•
Labour Day, May 1st
•
Christmas' Eve, December 24th
•
Christmas, December 25th
•
Christmas Holiday, December 26th
•
New Year's Eve, December 31st

Tests

the correctness of the returned results is tested against a list of known holidays.

Member Enumeration Documentation

enum Market

German calendars.

Enumerator:

Settlement
generic settlement calendar
FrankfurtStockExchange
Frankfurt stock-exchange.
Xetra
Xetra.
Eurex
Eurex.

Author

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