QuantLib_Canada

Langue: en

Autres versions - même langue

Version: 373349 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::Canada -

Canadian calendar.

SYNOPSIS


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

Inherits QuantLib::Calendar.

Public Types


enum Market { Settlement, TSX }

Public Member Functions


Canada (Market market=Settlement)

Detailed Description

Canadian calendar.

Banking holidays (data from <http://www.bankofcanada.ca/en/about/holiday.html>):

*
Saturdays
*
Sundays
*
New Year's Day, January 1st (possibly moved to Monday)
*
Family Day, third Monday of February (since 2008)
*
Good Friday
*
Victoria Day, the Monday on or preceding May 24th
*
Canada Day, July 1st (possibly moved to Monday)
*
Provincial Holiday, first Monday of August
*
Labour Day, first Monday of September
*
Thanksgiving Day, second Monday of October
*
Remembrance Day, November 11th (possibly moved to Monday)
*
Christmas, December 25th (possibly moved to Monday or Tuesday)
*
Boxing Day, December 26th (possibly moved to Monday or Tuesday)

Holidays for the Toronto stock exchange (data from <http://www.tsx.com/en/about_tsx/market_hours.html>):

*
Saturdays
*
Sundays
*
New Year's Day, January 1st (possibly moved to Monday)
*
Family Day, third Monday of February (since 2008)
*
Good Friday
*
Victoria Day, the Monday on or preceding May 24th
*
Canada Day, July 1st (possibly moved to Monday)
*
Provincial Holiday, first Monday of August
*
Labour Day, first Monday of September
*
Thanksgiving Day, second Monday of October
*
Christmas, December 25th (possibly moved to Monday or Tuesday)
*
Boxing Day, December 26th (possibly moved to Monday or Tuesday)

Member Enumeration Documentation

enum Market

Enumerator:

Settlement
generic settlement calendar
TSX
Toronto stock exchange calendar.

Author

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