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QuantLib_UnitedKingdom
Langue: en
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
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