Exchange (3) - Linux Manuals

Exchange: Brazilian calendar.

NAME

QuantLib::Brazil - Brazilian calendar.

SYNOPSIS


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

Inherits QuantLib::Calendar.

Public Types


enum Market { Settlement, Exchange }
Brazilian calendars.

Public Member Functions


Brazil (Market market=Settlement)

Detailed Description

Brazilian calendar.

Banking holidays:

*
Saturdays
*
Sundays
*
New Year's Day, January 1st
*
Tiradentes's Day, April 21th
*
Labour Day, May 1st
*
Independence Day, September 7th
*
Nossa Sra. Aparecida Day, October 12th
*
All Souls Day, November 2nd
*
Republic Day, November 15th
*
Christmas, December 25th
*
Passion of Christ
*
Carnival
*
Corpus Christi

Holidays for the Bovespa stock exchange

*
Saturdays
*
Sundays
*
New Year's Day, January 1st
*
Sao Paulo City Day, January 25th
*
Tiradentes's Day, April 21th
*
Labour Day, May 1st
*
Revolution Day, July 9th
*
Independence Day, September 7th
*
Nossa Sra. Aparecida Day, October 12th
*
All Souls Day, November 2nd
*
Republic Day, November 15th
*
Black Consciousness Day, November 20th (since 2007)
*
Christmas, December 25th
*
Passion of Christ
*
Carnival
*
Corpus Christi
*
the last business day of the year

Tests

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

Member Enumeration Documentation

enum Market

Brazilian calendars.

Enumerator:

Settlement
generic settlement calendar
Exchange
BOVESPA calendar.

Author

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