QuantLib_TARGET

Langue: en

Autres versions - même langue

Version: 159263 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::TARGET - TARGET calendar

SYNOPSIS


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

Inherits QuantLib::Calendar.

Detailed Description

TARGET calendar

Holidays (see http://www.ecb.int):

•
Saturdays
•
Sundays
•
New Year's Day, January 1st
•
Good Friday (since 2000)
•
Easter Monday (since 2000)
•
Labour Day, May 1st (since 2000)
•
Christmas, December 25th
•
Day of Goodwill, December 26th (since 2000)
•
December 31st (1998, 1999, and 2001)

Tests

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

Examples:

BermudanSwaption.cpp, Bonds.cpp, CDS.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, and swapvaluation.cpp.

Author

Generated automatically by Doxygen for QuantLib from the source code.