QuantLib_Italy

Langue: en

Autres versions - même langue

Version: 158183 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::Italy - Italian calendars.

SYNOPSIS


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

Inherits QuantLib::Calendar.

Public Types


enum Market { Settlement, Exchange }
Italian calendars.

Public Member Functions


Italy (Market market=Settlement)

Detailed Description

Italian calendars.

Public holidays:

•
Saturdays
•
Sundays
•
New Year's Day, January 1st
•
Epiphany, January 6th
•
Easter Monday
•
Liberation Day, April 25th
•
Labour Day, May 1st
•
Republic Day, June 2nd (since 2000)
•
Assumption, August 15th
•
All Saint's Day, November 1st
•
Immaculate Conception Day, December 8th
•
Christmas Day, December 25th
•
St. Stephen's Day, December 26th

Holidays for the stock exchange (data from http://www.borsaitalia.it):

•
Saturdays
•
Sundays
•
New Year's Day, January 1st
•
Good Friday
•
Easter Monday
•
Labour Day, May 1st
•
Assumption, August 15th
•
Christmas' Eve, December 24th
•
Christmas, December 25th
•
St. Stephen, 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

Italian calendars.

Enumerator:

Settlement
generic settlement calendar
Exchange
Milan stock-exchange calendar.

Author

Generated automatically by Doxygen for QuantLib from the source code.