QuantLib_Canada

Langue: en

Autres versions - même langue

Version: 151549 (fedora - 05/07/09)

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:

•
Saturdays
•
Sundays
•
New Year's Day, January 1st (possibly moved to Monday)
•
Family Day, third Monday of February (since 2008)
•
Good Friday
•
Easter Monday
•
Victoria Day, The Monday on or preceding 24 May
•
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 (TSX):

•
Saturdays
•
Sundays
•
New Year's Day, January 1st (possibly moved to Monday)
•
Family Day, third Monday of February (since 2008)
•
Good Friday
•
Easter Monday
•
Victoria Day, The Monday on or preceding 24 May
•
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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