Eurex (3) - Linux Manuals
Eurex: German calendars.
NAME
QuantLib::Germany - German calendars.
SYNOPSIS
#include <ql/time/calendars/germany.hpp>
Inherits QuantLib::Calendar.
Public Types
enum Market { Settlement, FrankfurtStockExchange, Xetra, Eurex }
German calendars.
Public Member Functions
Germany (Market market=FrankfurtStockExchange)
Detailed Description
German calendars.
Public holidays:
- *
- Saturdays
- *
- Sundays
- *
- New Year's Day, January 1st
- *
- Good Friday
- *
- Easter Monday
- *
- Ascension Thursday
- *
- Whit Monday
- *
- Corpus Christi
- *
- Labour Day, May 1st
- *
- National Day, October 3rd
- *
- Christmas Eve, December 24th
- *
- Christmas, December 25th
- *
- Boxing Day, December 26th
- *
- New Year's Eve, December 31st
Holidays for the Frankfurt Stock exchange (data from http://deutsche-boerse.com/):
- *
- Saturdays
- *
- Sundays
- *
- New Year's Day, January 1st
- *
- Good Friday
- *
- Easter Monday
- *
- Labour Day, May 1st
- *
- Christmas' Eve, December 24th
- *
- Christmas, December 25th
- *
- Christmas Holiday, December 26th
- *
- New Year's Eve, December 31st
Holidays for the Xetra exchange (data from http://deutsche-boerse.com/):
- *
- Saturdays
- *
- Sundays
- *
- New Year's Day, January 1st
- *
- Good Friday
- *
- Easter Monday
- *
- Labour Day, May 1st
- *
- Christmas' Eve, December 24th
- *
- Christmas, December 25th
- *
- Christmas Holiday, December 26th
- *
- New Year's Eve, December 31st
Holidays for the Eurex exchange (data from http://www.eurexchange.com/index.html):
- *
- Saturdays
- *
- Sundays
- *
- New Year's Day, January 1st
- *
- Good Friday
- *
- Easter Monday
- *
- Labour Day, May 1st
- *
- Christmas' Eve, December 24th
- *
- Christmas, December 25th
- *
- Christmas Holiday, December 26th
- *
- New Year's Eve, December 31st
Tests
- the correctness of the returned results is tested against a list of known holidays.
Member Enumeration Documentation
enum Market
German calendars.
Enumerator:
- Settlement
- generic settlement calendar
- FrankfurtStockExchange
- Frankfurt stock-exchange.
- Xetra
- Xetra.
- Eurex
-
Eurex.
Author
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