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QuantLib_TARGET
Langue: en
Version: 377257 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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
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Contenus ©2006-2024 Benjamin Poulain
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