QuantLib_UnitedKingdom

Langue: en

Autres versions - même langue

Version: 160835 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::UnitedKingdom - United Kingdom calendars.

SYNOPSIS


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

Inherits QuantLib::Calendar.

Public Types


enum Market { Settlement, Exchange, Metals }
UK calendars.

Public Member Functions


UnitedKingdom (Market market=Settlement)

Detailed Description

United Kingdom calendars.

Public holidays (data from http://www.dti.gov.uk/er/bankhol.htm):

•
Saturdays
•
Sundays
•
New Year's Day, January 1st (possibly moved to Monday)
•
Good Friday
•
Easter Monday
•
Early May Bank Holiday, first Monday of May
•
Spring Bank Holiday, last Monday of May
•
Summer Bank Holiday, last Monday of August
•
Christmas Day, December 25th (possibly moved to Monday or Tuesday)
•
Boxing Day, December 26th (possibly moved to Monday or Tuesday)

Holidays for the stock exchange:

•
Saturdays
•
Sundays
•
New Year's Day, January 1st (possibly moved to Monday)
•
Good Friday
•
Easter Monday
•
Early May Bank Holiday, first Monday of May
•
Spring Bank Holiday, last Monday of May
•
Summer Bank Holiday, last Monday of August
•
Christmas Day, December 25th (possibly moved to Monday or Tuesday)
•
Boxing Day, December 26th (possibly moved to Monday or Tuesday)

Holidays for the metals exchange:

•
Saturdays
•
Sundays
•
New Year's Day, January 1st (possibly moved to Monday)
•
Good Friday
•
Easter Monday
•
Early May Bank Holiday, first Monday of May
•
Spring Bank Holiday, last Monday of May
•
Summer Bank Holiday, last Monday of August
•
Christmas Day, December 25th (possibly moved to Monday or Tuesday)
•
Boxing Day, December 26th (possibly moved to Monday or Tuesday)

Possible enhancements

add LIFFE

Tests

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

Member Enumeration Documentation

enum Market

UK calendars.

Enumerator:

Settlement
generic settlement calendar
Exchange
London stock-exchange calendar.

Author

Generated automatically by Doxygen for QuantLib from the source code.